Four Treasury securities data from today's Wall Street Journal are provided below:

Bond	Treasury Security	Maturity	Annual Coupon	Price	Par Value
A	T-bill	6 months	0%	$984.0240	$1,000
B	T-bill	1 year	0%	$966.1280	$1,000
C	T-note	18 months	3.875%	$999.0625	$1,000
D	T-note	2 years	4.625%	$1,009.0625	$1,000

Please note that actual coupons are paid semi-annually, i.e., one half of the annual coupon.

. Suppose the 2 year T-note with 7.5% annual coupon in (4) above is currently traded at $1,010 per share for 10,000 shares in the market. How can you construct a risk-free arbitrage deal using all five treasury securities above to lock in a positive profit today and zero obligations in the future? How much is the dollar profit in the deal?