$($ Covered Interest Rate Parity$)$ You are facing the following exchange rates and interest rates.

Spot rate $(\frac{}{\text{\$}})102$

$180-$day forward rate $(\frac{}{\text{\$}})149$

$180-$day U$.$S$.$ dollar interest rate $8\mathrm{.}7\%$

$180-$day Japanese yen interest rate $2\mathrm{.}7\%$

If you can borrow $$1,000,000$ or the equivalent amount of yen, and you can profit from the covered

interest arbitrage, then your profit is $

$($Please keep two decimal places.$)$