Consider a forward contract on a security with price $100 (S) that provides no income. The contract matures in one year (T), the risk-free rate is 2% (r), and F is the forward price.

If the forward price is $95, you can make a sure future positive profit without any investment today by ___1___ (buying/selling) one forward and ___2___(buying/selling) one synthetic forward. The arbitrage profit in one year would be $___3___ (integer, number only).