You have the following market data. Spot price for the Mexican Peso is $0.054 per Peso. Futures price is $0.069 per Peso on a contract that expires in one month. U.S. dollar LIBOR for four months is a continously compounded rate of 2.7% per annum. British LIBOR for four months is a continuously compounded rate of 2.45% per annum. The contract size is 500,000 Mexican Pesos. What is the total net profit if you execute the arbitrage strategy with one futures contract?