You are given the following information about four European options on the same underlying asset:

(i) The price of a 25-strike 1-year call option is 6.85.

(ii) The price of a 35-strike 1-year call option is 1.77.

(iii) The price of a 25-strike 1-year put option is 0.63.

(iv) The price of a 35-strike 1-year put option is 5.06.

The continuously compounded risk-free interest rate is 6%. 

Describe actions you could take at time 0 using only appropriate bull/bear spread(s) and/or zero-coupon bond(s) to earn arbitrage profits at time 0. Specify the contractual details of the bull/bear spread(s) and zero-coupon bond(s) you use clearly.