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The price of a European call that expires in six months and has a strike price of $28 is $2. The underlying stock price is

The price of a European call that expires in six months and has a strike price of $28 is $2. The underlying stock price is $28, and a dividend of $1 is expected in 4 months. The term structure is flat, with all risk-free interest rates being 6%. If the price of a European put option with the same maturity and strike price is $3, what will be the arbitrage profit at the maturity?

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