A precious metals trading investment fund's portfolio manager is evaluating the prevailing silver market prices to identify potential arbitrage opportunities. The current spot price for silver stands at USD 24.70 per ounce, and the price of a 6-month forward contract is USD 25.00 per ounce. Given an annual risk-free interest rate of 2%, and assuming there are no lease rates, storage costs, or convenience yields to factor in, what specific trade strategy should the manager adopt to secure an arbitrage profit?