I observe the following prices about a stock in an options market:

Stock price $=$ $$121\mathrm{.}72$

Exercise price for both put and call $=$ $$120$

Risk free rate $=4\mathrm{.}82\%$

Call premium $=$ $$16\mathrm{.}54$

Put premium $=$ $$11\mathrm{.}09$

The options expire in one year.

My trading strategy:

I buy $200$ call options on the stock; I invest $$22,896\mathrm{.}39$ in the risk$-$free asset $($T$-$bills$)$; I short $200$ put options on the stock; and short $200$ shares of the stock.

Calculate my arbitrage profit. Ignore transactions cost and assume discrete compounding.

Group of answer choices

$$113$

$$291$

$$439$

$$358$

$$180$