Consider a single-stock futures contract on Apple stock. Consider the following scenario:

Annualized, continuously compounded risk-free interest rate for 2-month period: r = 4.09%.

Annualized, continuously compounded risk-free interest rate for 4-month period: r = 6.71%.

Current spot price of Apple stock: $562 per share.

Dividend per share of $0.7 in 2 months.

Contract expiration: T = 4 months.

Futures price on Apple single-stock futures: $600 per share.

An arbitrage opportunity exists. What is the net profit per share when the futures contract expires? Use a strategy that has zero net cash flows today and zero net cash flows in two months.