I need help in understanding the answer to a question in Neftci's Principles in Financial Engineering book 2nd Edition under Chapter 3 exercise 3(c).

The solution manual says that with the new outright forward spot rates consider the synthetics and to go long in one which gives higher profit while shorting the other to create an arbitrage portfolio.

I have the two sets of synthetics but these synthetics are already such that I am long in one and I am short the other. Now he says to go long in the one which gives a higher profit? Under what scenarios will I get a profit? Could someone help me with understanding the positions I should be taking with the outright forward rates where I would be getting profits?

Regards