The spot exchange rate is $$1\mathrm{.}35$ per Pound in American terms. The current risk$-$free interest rates in the US and UK are $1\mathrm{.}3\%$ and $1\mathrm{.}7\%,$ respectively. A broker offers to trade the $4$ months forward contract to buy or sell $100,000$ at the exchange rate of $$1\mathrm{.}4$ per Pound. The arbitrage profit in US dollar that you can make at maturity by trading one forward and other securities is equal to $[$round to a dollar amount, i$.$e$.7524$ for an arbitrage profit of $7523\mathrm{.}62]$

The correct answer is $5180,$ explain how this is achieved?