Today, you went long a calendar spread in forward contracts on a non-dividend paying stock trading at 50, by being long a 6-month forward and short a 9-month forward. Each forward is on 100 shares of the underlying stock. The risk-free interest rate is 2% per year continuously compounded. The stock price is expected to appreciating at a rate of 2.5% per year (continuously compounded). What is the expected profit (or loss) of the trade worth today? Why?