Assume that we have the following derivatives portfolio A long futures contract on stock A, with strike price 95 and a long put option contract on the same stock, with the same strike price. The option's premium is 9 and is payed today. The risk free rate of interest is 5%, and the time of expiration is 1 year. What will be the present value profit for the above derivatives portfolio if the stock's spot price is 121 at the time of expiration