You have the following market data.
The S&P 500 market index currently is 94.07.
The annualized, continuously compounded dividend yield on this index is 3.61%.
The futures contract on this index has an index multiplier of 100.
The annualized, continuously compounded risk-free rate is 2.78%.
The index futures contract that expires in 5 months has a futures price of 84.57.
What is the total net profit if you execute the arbitrage strategy with one futures contract?