Suppose there exists a non-dividend-paying stock which has a current price of $100 per share. Let there also exist a pair of one-year European calls on this stock, with strikes of $80 and $120 available for an observed price of $3 and $6, respectively. 10% is the continuously compounded, risk-free interest rate. You believe there exists an arbitrage portfolio in these conditions, containing the following components: - the long $80 strike call, - the written $120 strike call. Calculate the minimum gain you may receive from this arbitrage portfolio, if it actually exists