The current annual interest rates are 3.000 percent in the United States and 8.000 percent in Japan. The interest rates are continuously compounded. An Fl can borrow (by issuing CDs) or lend (by purchasing CDs) at these rates. The spot rate is JPY 125 per one USD. The one-year forward exchange rate in the currency market is USD 0.0081 per one JPY. The Fl can borrow or lend exactly USD 1,000,000 in the U.S. interest rate market. Construct an arbitrage strategy whereby the Fl will have zero net cash flow at time t=0 (Now), but will have some positive net cash flow in USD at time one-year from now (t=12 months). What is the amount of that positive net cash flow in USD at time t=12 months? The abbreviation USD is for US dollar, and JPY is for Japanese yen. (Give your answer in USD. Round-off to at least 4 decimal places. DO NOT GIVE YOUR ANSWER IN JPY. You are calculating net cash flow at t=12 months (one-year) in USD.)