Assume the forward contract is actually trading at Php4800, rather than the no-arbitrage price. In this situation, we reverse the arbitrage trades and make an arbitrage profit as follows. We are selling the bond short today in order to acquire a long position in the forward contract, committing us to buy the bond in 150 days at the forward price of Php4800. The Php4777 earnings from the short sale are invested for five months at a 6.28% annual rate. This case allows us to receive, at the settlement date, the investment proceeds valued at the no-arbitrage price determined, accept delivery of the bond in return for a payment of Php4800, and close out our short position by delivering the bond we just purchased at the forward price. A. What is the amount of the arbitrage profit? B. Illustrate, in a table, the total cash flow of this situation of a reverse cash and carry arbitrage given that the forward is underprice, currently and 5 months from current time.