How much money $($in dollars$)$ will a FI expect to make during the coming quarter on its $3-$month BA futures $($BAX$)$ transaction if it uses BA futures $($face value $=$ $$1$ million per contract$)$ to fully hedge a $$7$ million negative interest rate gap and $3-$month BA rates rise to $1\mathrm{.}80\%$ by the end of the coming quarter? You should factor in a $2$ basis point dealer spread on your BA$-$futures closing$-$out transaction. Currently the FI can buy BA futures at $98\mathrm{.}42$ and sell BA futures at $98\mathrm{.}38.$