You are working on a currency arbitrage desk. You look up exchange rates and interest rates for the USD versus the Canadian Dollar $($CAD$)$ and find the following: The current spot rate is $0\mathrm{.}769$ USD$/$CAD$.$ The $10-$month forward exchange rate is $0\mathrm{.}713$ USD$/$CAD $($note: Canadian dollar futures contracts are $100,000$ CAD each$).$ The $10-$month T$-$bill yield in the USA is $2\mathrm{.}54\%($assume this is continuously compounded and annualized$)$ and the $10-$month risk$-$free rate in Canada is $1\mathrm{.}94\%($also continuously compounded and annualized$).$ What is the arbitrage trade, and what is your profit per futures contract?