The risk-free rate is 3%. An asset currently sells for $125. A 4-month futures contract on the asset has a price of $1

[answerhappygod]

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.