The stock$$s price S is $$100.$ After three months, it either goes up by u $=12\%$ or it goes down by d $=-15\%$

Options mature after T $=0\mathrm{.}5$ year and have a strike price of K $=$ $$105.$

The continuously compounded risk$-$free interest rate r is $5$ percent per year.

Suppose a trader quotes a European call price of $$6.$ Then you can make an immediate arbitrage profit of $[$round to two decimals$]$: