Assume that you hold the following portfolio of European options on the same stock: Long on one put with a strike price of $35; Long on two calls with a strike price of $35; All options expire in 3 months. Assume that the stock price today is $30 and that the stock volatility is 24%. The continuously compounded annual risk-free interest rate is 5%. Finally, assume that the Black-Scholes framework holds. What is the price of the portfolio?