On checking the Telerate screen, you see the following exchange rate and interest rate quotes being quoted by a major bank:

U$.$S$.$ Dollar $90-$Day Interest Rates $($Annualized$)4\mathrm{.}97\%-5\mathrm{.}03\%$

Swiss franc $90-$Day Interest Rates $($Annualized$)1\mathrm{.}24\%-1\mathrm{.}30\%$

$($NB: The above interest$-$rates are annualized interest$-$rates appropriate for a period of $90$ days which you assume is exactly $0\mathrm{.}25$ years$).$

Spot Rates

$-$ Spot Rates $SF\frac{R}{U}SD=1\mathrm{.}4128-1\mathrm{.}4133$

$-90-$Day Forward Rates $SF\frac{R}{U}SD=1\mathrm{.}4007-1\mathrm{.}4014$

$($NB: The spot and forward rates are expressed as the number of SFR per USD.$)$

You work for a hedge fund in Geneva trying to profit from arbitrages. Is there an arbitrage? If your boss says that you can use $20$ mio SFR as risk capital, how much arbitrage $($guaranteed$,$ risk$-$free$)$ profit can you make? Give your answer to the nearest SFR$.$ If there is no arbitrage, enter zero.