The current US dollar$/$Australian Dollar spot rate is $0\mathrm{.}756$ USD$/$AUD$.$ The $10-$month forward exchange rate is $0\mathrm{.}794$ USD$/$AUD $($note: Australian dollar futures contracts are $100,000$ AUD each$).$ Assume the $10-$month T$-$bill yield in the USA is $1\mathrm{.}55\%($continuously compounded, annualized yield$)$ and the $10-$month risk$-$free rate in Australia is $2\mathrm{.}19\%($also continuously compounded and annualized$).$ What is the arbitrage trade, and what is your profit per futures contract?