Answer
$\approx$ 1037 miles
Work Step by Step
The difference in latitudes gives the central angle of
$\theta=40.5^{o}-25.5^{o}=15^{o}$
To convert into radians, multiply by $\pi/180^{o}$.
$\displaystyle \theta=\frac{15^{o}\pi}{180^{o}}=\frac{\pi}{12}$ rad
The length $s$ of an arc that subtends
a central angle of $\theta$ radians is $ s=r\theta$.
$ s=\displaystyle \frac{\pi}{12}\cdot 3960\approx$1036.72557568
$\approx$ 1037 miles