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

Spot Rate $($Yen$/$$$)114$

$180-$day forward rate $($Yen$/$$$)114$

$180-$day U$.$S$.$ dollar interest rate $6\mathrm{.}7\%$

$180-$day Japanese yen iterest rate $2\mathrm{.}1\%$

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