Put spread too wide for the strike gap

A stock is at $14$. A put struck at $17$ costs $5.9$, a put struck at $14$ costs $2.1$ (same expiry), and a bond paying $1$ at expiry costs $0.9$. Find an arbitrage and report the sum of positions in the order (stock) + (17-strike puts) + (14-strike puts) + (bonds), with shorts negative.

$3$. The payoff gap between the two puts never exceeds the strike gap $3$, so their price gap must be at most $3\times0.9=2.7$, yet it is $3.8$. Sell the $17$ put, buy the $14$ put and buy $3$ bonds, collecting $1.1$ up front with a non-negative payoff: $0-1+1+3=3$.