A $6$ year annual payment bond with a $3\mathrm{.}94\%$ coupon rate is trading on the east coast at a price of $$103\mathrm{.}4$ per $$100$ of par value. The same bond is trading on the west coast at a YTM of $4\mathrm{.}74\%.$

What is the size of the arbitrage opportunity available per $$100$ of par value? Assume no transaction costs.