You have the following market data. Spot price for the Swiss Franc is $1.138 per Franc. Two-month forward price is $1.222 per Franc. U.S. dollar LIBOR for two months is a continously compounded rate of 1.92% per annum. Swiss LIBOR for two months is a continuously compounded rate of 3.71% per annum. Underlying asset for this contract (i.e., the quantity of Swiss Francs to be delivered in two months) is 500,000 Swiss Francs.

What is the total net profit if you execute the arbitrage strategy?