You work for a hedge fund and your job is to profit from possible arbitrages. You have the following information today from a large international bank active in the financial markets. The spot exchange rate for the number of Malaysian Ringgit $($MYR$)$ per Canadian dollar $($CAD$)$ is $3\mathrm{.}2970-3\mathrm{.}2975($bid$-$ask$).$ The Malaysian LIBOR interest$-$rate applicable from today to $6$ months from now is $5\mathrm{.}8\%-5\mathrm{.}9\%$ per annum $($this is the bid$-$ask so$,$ for example, $5\mathrm{.}8\%$ is the rate at which MYR can be deposited at the bank$).$ The Canadian LIBOR interest$-$rate applicable from today to $6$ months from now is $3\mathrm{.}5\%-3\mathrm{.}6\%$ per annum. The six month forward exchange rate for the number of MYR per CAD is $3\mathrm{.}3340-3\mathrm{.}3370($this is the bid$-$ask$).$ Is there an arbitrage? If you are allowed by your boss at the hedge fund to borrow $5$ mio CAD, how much arbitrage profit $($i$.$e$.,$ guaranteed risk$-$free profit$)$ can you make? Give your answer in CAD to the nearest CAD. Assume six months is exactly $0\mathrm{.}5$ years. If there is no arbitrage, enter zero.