A trader on the equity desk of a large banking institution is currently evaluating a 15-month futures contract on an equity index. This futures contract is quoted at a price of USD 3,750. At present, the underlying equity index has a value of USD 3,625 and it generates a continuously compounded dividend yield of 2% per annum. Additionally, the risk-free rate, which is also compounded continuously, stands at 5% per annum. Assuming there are no transaction costs to consider, determine the optimal strategy that the trader should employ to capitalize on an arbitrage opportunity, if one exists.