ABC Inc. has 6 month put option selling for $3.90 and 6 month call option selling for $2.95, both with strike price of $39.00 and a spot price of $35 at expiry. If 1 year risk free rates are 5%p.a....

ABC Inc. has 6 month put option selling for $3.90 and 6 month call option selling for $2.95, both with strike price of $39.00 and a spot price of $35 at expiry. If 1 year risk free rates are 5%p.a. Calculate the difference between the value of fiduciary call and a covered call.