Please provide all work and explanations as well. Thank you!

On September 12, a stock index futures contract was at 423.70. The December 400 call was at 26.25, and the put was at 3.25. The index was at 420.55 . The discrete risk-free rate was 2.75 percent. Determine whether the futures and options are priced correctly in relation to each other. If they are not, construct a risk-free portfolio and show how it will earn a rate better than the risk-free rate