$12.$ Suppose the $$/$ exchange rate is $$1\mathrm{.}0739=1\mathrm{.}0,$ the Yen$/$ exchange rate is $160\mathrm{.}69(1$ will purchase $160\mathrm{.}69$ yen$),$ and the US $ will purchase $150\mathrm{.}62$ yen. In this scenario arbitrage is possible. What is the potential profit per $$1,000,000$ US if one conducts triangular arbitrage?