$($Covered Interest Rate Parity$)$You are facing the following exchange rates and interest rates.

Spot Rate $($Yen$/$$$)105$

$180-$day forward rate $($Yen$/$$$)117$

$180-$day U$.$S$.$dollar interest rate $6\mathrm{.}5\%$

$180-$day Japanese yen iterest rate $2\mathrm{.}3\%$

If you can borrow $$1,000,000$or the equivalent amount of yen, and you can profit from the covered interest arbitrage, then your profit is $$\_\_\_\_\_\_.($please keep two decimal places.$)$