A speculator is considering the puchase of $5$ three$-$month Japanese yen call options with a striking price of $96$ cents $($$$0\mathrm{.}96)$ per $100$ yen. The premium is $1\mathrm{.}48$ cents per $100$ yen. The spot price is $91$ cents per $100$ yen and $90-$day fowward rate is $95\mathrm{.}71$ cents per $100$ yen. The speculator believes the yen will appreciate to $101$ cents per $100$ yen over the next three months. $($Note the size of one yen contract is $1,000,000$ yen$).$ As the speculators' assisitant, determine the speculator's prfot if the yen appreciated to $101$ cents per $100$ yen.