$(5$ pts$.)$ Suppose you observe the following one$-$year interest rates, spot exchange rates and futures prices. Futures contracts are available on $10,000.$ How much risk$-$free arbitrage profit could you make on one contract at maturity from this mispricing?

$\backslash$table$[[,$Exchange Rate,Interest Rate,APR$],[S_0(\frac{\text{\$}}{}$lon$),$$$1\mathrm{.}45=1\mathrm{.}00,i_{\text{\$}},4\%$