Mispriced straddle against a call and a put

All options below expire at the same date $T$ with strike $K=17$. A straddle costs $V_0=5.4$, a European put costs $P_0=4.2$ and a European call costs $C_0=1.4$. The stock trades at $S_0=14$ and a zero-coupon bond paying $1$ at $T$ costs $B_0=0.9$. Construct the arbitrage and report the sum of the holdings in the order (stock) + (call) + (put) + (bonds) + (straddle), with short positions negative.

$-1$. A straddle is exactly one call plus one put, which together cost $5.6$, but the straddle sells for $5.4$. Buy the straddle and sell the call and the put for a $0.2$ credit with offsetting payoffs; stock and bonds are not needed, so the sum is $0-1-1+0+1=-1$.