A futures contract on S&P 500 with the maturity 3 months has settled at 2,510 today. The underlying index value is $2,500 now and is going to pay a $10 dividend in 3 months. The discount factor (present value of $1) is 0.997. Calculate your arbitrage profit in 3 months from the strategy in the table below (per unit of the index).

Position	Cash Flow, t=0	Cash Flow, in 3 months
Buy S&P 500	-2,500
Borrow at the risk-free rate	+2,500
Short Futures	0
Total	0	Arbitrage profit = ?

	a.	15.17
	b.	12.48
	c.	10
	d.	Zero