The risk$-$free rate is $4\mathrm{.}0\%.$ An asset currently sells for $$82.$ A $5-$month call option with an exercise price of $$85$ costs $$10\mathrm{.}80$ and an identical put costs $$12\mathrm{.}04.$

Assuming that there are no transaction costs and using discrete$-$time math for any discounting that you do$,$ how much of an arbitrage profit can you make from Put$-$Call$-$Futures Disparity?$$ Round your answer to the nearest penny.$$ It's possible $-$ but highly unlikely $-$ that the correct answer will be zero.