Assume all rates are continuous and per annum. Suppose that the current price of an asset is $21.80. The risk-free rate is 4.5%. The 20 month European call on the asset with strike $20.45 is $29.25. The price of a 20 month European put with strike $20.45 is $23.40. The asset is expected to pay a dividend of $9.95 halfway between now and the option expiration date. The asset also has an up-front (pay now) storage cost of $2.95. What is the risk-free profit (in today's dollars) of a trade involving one call and one put?