Jason works for an American import-export company, located in New York. The main business is dealt between the New York

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Jason works for an American import-export company, located in
New York. The main business is dealt between the New York and
Geneva in Switzerland; he plans to do an investment to achieve an
interest arbitrage for a profit between Swiss Franc (CHF) and U.S.
dollar (U.S. $). The information is as the following:
-Interest on Swiss franc is 3.66% in Geneva
-Interest on U.S. $ is 1.054% in New York;
-Swiss Franc spot rate is $ 1.001;
-1-year forward is $ 1.026;
Assuming borrowing rate =lending rate, no bid-ask spread on the
spot and forward, What would be Jason's profit using an arbitrage
strategy based on a 10,000 $ or CHF transaction with a one-year
horizon?