You are given

-The current price of a stock index is 22.

-The continuous dividend rate of the index is 2%.

-The continuously compounded risk-free interest rate is 5%.

-A 90-day European call option on the index with strike 21 costs 1.90.

-A 90-day European put option on the index with strike 21 costs 0.75.

You wish to create an equivalent synthetic stock index using a combination of options and lending. Determine the amount of money you should lend.