The prices of European call and put options that expire in six months and have a strike price of $30 are $2 and $3, respectively. The underlying stock price is $29, and a dividend of $0.50 is expected in two months and again in five months. The risk-free rates for all maturities are 10% with continuous compounding. There is an arbitrage opportunity. What is the lowest arbitrage profit? (Provide your answer in a decimal number with precision to 4th decimal place)