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

Risk-free interest rate for 3-month period: r = 3% per year, continuously compounded.

Risk-free interest rate for 5-month period: r = 5% per year, continuously compounded.

Current spot price of Exxon Mobil stock: $159 per share.

Dividend per share of $0.87 in 3 months.

Contract expiration: T = 5 months.

Futures price on Exxon Mobil single-stock futures: $150 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.