Currently the market prices for European options on non-dividend paying Apple, Inc. (ticker: AAPL) stock, all with one year to maturity are as follows: Strike Price 170 180 Call Option Price 14 12 Put Option Price 24 31 185 10 38 Assume that you may buy or sell options on Apple, Inc. at the market prices, listed in dollars, in the table above. You make trades today and construct the following portfolio: Long one call option with strike price 170; short three call options with strike price 180; and long two call options with strike price 185: II = C170(S,t) 3C180(S, t) + 2C185(S,t) Does this Apple, Inc. options portfolio capture an arbitrage profit? If so, what is the exact arbitrage profit, rounded to the nearest integer dollar? If not, enter zero