The questio is asking the arbitrage gain of butterfly spread and 0.4 is wrong

4.3. You are given the price of three different European puts on a stock S. The time to expiration of the puts is 1 year, and the risk free interest rate is 8% compounded continuously. The prices of the puts follow. Strike Put Price 30 3.00 4.91 8.00 32 There are two arbitrage opportunities: one of them involves a bear spread, and the other involves another type of spread. Find both of the opportunities