The risk-free rate is 3%. An asset currently sells for $125. A 4-month futures contract on the asset has a price of $126.02, while a 4-month call option with an exercise price of $130 costs $19.27 and an identical put costs $22.53.

Assuming that there are no transaction costs and using continuous-time math for any discounting that you do, how much of an arbitrage profit can you make from Put-Call-Futures Disparity? Round your answer to the nearest penny. The correct answer is .68 can someone please explain.