Suppose you currently hold a security valued at R$750,$ and the prevailing risk$-$free rate is $5\mathrm{.}5\%.$ You plan to sell this security in three months. The theoretical forward contract price is calculated at R$760\mathrm{.}12$ and will be used to hedge against potential price declines. Now, if the dealer offers a tradable price to unlock the arbitrage profit of R$745$ on the forward contract, determine the arbitrage opportunity available to you, and subsequently, provide a calculation for the potential arbitrage profit. $(5)$