The S&P $500$ spot price is $$4,570.$ The futures price with $6-$months delivery is $$4,895.$ The risk$-$less rate of return for $6-$months is $3\mathrm{.}68\%.$

You enter into ONE futures contract to deliver ONE index portfolio in $6-$months and receive $$4,895.$ Whatever profit you make, you transfer to today. How much $ profit will you have today?

Hint: Borrowing money today and selling risk$-$less bonds are equivalent actions.

Whatever $ profit you may make from the above transactions, you have to bring back to today by borrowing at the risk$-$less rate.

Assume no transactions costs $($you can borrow and lend at the risk$-$less rate etc.$).$