A trader on the equity desk of a large bank is examining a 15-month futures contract on an equity index that is trading at USD 3,750. The underlying equity index is currently valued at USD 3,625 and has a continuously compounded dividend yield of 2% per year. The continuously compounded risk-free interest rate is 5% per year. Assuming no transactions costs, which of the following is the most appropriate strategy for the trader to use to earn potential arbitrage profit?