Straddle arbitrage with calls, stock and bonds only

A straddle struck at $K=15$ costs $V_0=3.2$, and a European call with the same strike and expiry costs $C_0=2.3$. No put is traded. The stock is at $S_0=17$, and a bond paying $1$ at expiry costs $B_0=0.9$. Find the arbitrage and give the total of the positions in the order (stock) + (calls) + (bonds) + (straddles), shorts counted as negative.

$15$. By put–call parity a put equals $C-S+KB$, so a straddle replicates as $2C-S+15B$, costing $4.6-17+13.5=1.1$, far below $3.2$. Sell the straddle and buy the replica (two calls, short one share, $15$ bonds): $-1+2+15-1=15$.