Suppose the spot price for gold is $1500 per troy ounce, the 18-month futures price is $1520 and the 18-month (annual effective) risk-free rate is 1.4%. To arbitrage this situation, you enter 1 futures contract (contract unit 100 ounces), buy/sell gold 100 ounces of gold, and borrow/invest cash. What is your arbitrage profit today? (Calculate the total profit for the strategy involving 100 ounces of gold.)