Given the term structure of the Treasury par yields of 6.2%, 6.8%, 7.3, and 7.6% for maturity of 1, 2, 3, and 4 years and Treasury spot rates of 6.2%, 6.7%, 7.4%, and 7.8% for maturity of 1, 2, 3 and 4 years, assuming that Treasury strips are available for buying or selling, show that there is a mispricing of a 4-year 6% annual coupon Treasury bond (yielding 7.6%) with the traditional pricing model relative to using the spot rates. How much is the riskless arbitrage profit?