A $$three$-$against$-$nine$$ FRA has an agreement rate of $4\mathrm{.}4$ percent. You believe six$-$month LIBOR in three months will be $6$ percent. You decide to take a speculative position in a FRA with a $$1,000,000$ notional value. There are $182$ days in the FRA period. Determine what your expected profit will be if your forecast is correct about the six$-$month LIBOR rate. $($keep two decimal places, e$.$g$.,"299\mathrm{.}23"$ and assume that there are $360$ days a year.$)$