Use put call parity to determine the size of the arbitrage profit AT TIME $T=\frac{3}{12}$ arising

from the following situation. All options are European.

So $=$$$19\mathrm{.}14$

$T=\frac{3}{12}($for both the call and the put$)$

$K=20($for both the call and the put$)$

$c=$$$3\mathrm{.}17$

$p=$$$3\mathrm{.}11$

$r=10\%($cont$.$ comp. annual rate$)$

Dividend $=$$$2$ in one month

$($required precision $0\mathrm{.}01\frac{+}{-}0\mathrm{.}01)$