A stock index is valued at USD 750 and pays a dividend at the rate of 2% per annum. The 6-month futures contract on that index is trading at USD 757. The risk-free rate is 3.5% annually compounded. There are no transaction costs or taxes. Is the futures contract priced so that there is an arbitrage opportunity? If yes, which of the following numbers comes closest to the arbitrage profit you could realize by taking a position in one futures contract?