You have the following market data.

• The S&P 500 market index currently is 91.96.
• The annualized, continuously compounded dividend yield on this index is 2.78%.
• The futures contract on this index has an index multiplier of 100.
• The annualized, continuously compounded risk-free rate is 3.05%.
• The index futures contract that expires in 5 months has a futures price of 86.42.

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