Kospi200 June futures is to expire after 63 days. Its multiplier is W250,000. If today's price of the futures is 362, how much is going to be an arbitrage profit per contract at maturity? (1) 1,250,000; (2) 1,349,000; (3) 1,406,000; (4) 1,463,000; (5) 1,500,000; (6) 1,506,473; (7) 1,750,000; (8) 1,757,551; (9) 1,863,000; [unit: W(KRW); Long stocks are to be lent out, while short stocks have been borrowed. (lent-loaned out)] Kospi200 Index Interest rate Dividend yield Stock loan fee 355 2.5% p.a. 1.0% p.a. 1.5% p.a. Kospi200 June futures is to expire after 63 days. Its multiplier is W250,000. If today's price of the futures is 362, how much is going to be an arbitrage profit per contract at maturity? (1) 1,250,000; (2) 1,349,000; (3) 1,406,000; (4) 1,463,000; (5) 1,500,000; (6) 1,506,473; (7) 1,750,000; (8) 1,757,551; (9) 1,863,000; [unit: W(KRW); Long stocks are to be lent out, while short stocks have been borrowed. (lent-loaned out)] Kospi200 Index Interest rate Dividend yield Stock loan fee 355 2.5% p.a. 1.0% p.a. 1.5% p.a