Assume all rates are continuous and per annum. Suppose that the current price of an asset is $25.85. The risk-free rate is 4.7%. The 12 month European call on the asset with strike $30.25 is $35.10. The price of a 12 month European put with strike $30.25 is $25.05. The asset is expected to pay a dividend of $8.90 halfway between now and the option expiration date. The asset also has an up-front (pay now) storage cost of $4.55. What is the risk-free profit (in today's dollars) of a trade involving one call and one put? Assume all rates are continuous and per annum. Suppose that the current price of an asset is $25.85. The risk-free rate is 4.7%. The 12 month European call on the asset with strike $30.25 is $35.10. The price of a 12 month European put with strike $30.25 is $25.05. The asset is expected to pay a dividend of $8.90 halfway between now and the option expiration date. The asset also has an up-front (pay now) storage cost of $4.55. What is the risk-free profit (in today's dollars) of a trade involving one call and one put