You have the following market data.

The Russell 2000 market index currently is 1,673.93. The annualized, continuously compounded dividend yield on this index is 3.93%. The futures contract on this index has an index multiplier of 50. The annualized, continuously compounded risk-free rate is 1.86%. The index futures contract that expires in 6 months has a futures price of 1,824.77.

What is the total net profit if you execute the arbitrage strategy with one futures contract?