Lloyds $($a large British bank$)$ is quoting the following spot exchange rates for number of YEN per USD, number of SGD per USD and number of YEN per SGD respectively $($SGD is

Singapore dollar, YEN is Japanese Yen$)$:

$YE\frac{N}{U}SD=126\mathrm{.}44--126\mathrm{.}49$

$SG\frac{D}{U}SD=1\mathrm{.}5810--1\mathrm{.}5819$

$YE\frac{N}{S}GD=80\mathrm{.}40-80\mathrm{.}52$

You are a trader at Wombat Capital, a US hedge fund, and your job is to try to find arbitrages in the currency markets.

You have $9$ mio USD $($mio means million$)$ risk capitalprovided by your fund. Using this risk capital, how much arbitrage $($guaranteed risk$-$free$)$ profit can you make. If there is no

arbitrage possible, enter zero. Give your answer in USD to the nearest USD.