19. Suppose that a US. F has the following assets and liabilities: The promised one-year US. CD rate is 5 percent to be paid in dollars at the end of the year; the one-year, default risk-free loans are yielding 6 percent in the United States; and one-year default risk-free loans are yielding 12 percent in the United Kingdom. The exchange rate of dollars for pounds at the beginning of the year is $125/L1. a. Calculate the dollar proceeds from the U.K. investment at the end of the year, the return on the F's investment portfolio, and the net retum for the Fl if the spot foreign exchange nate has not changed over the year. b. Calculate the dollar proceeds from the U.K. investmest at the end of the year, the return on the F's investment portfolio, and the net retum for the F if the spot foreign exchange rate falls to $1.15/f1 over the year. c. Calculate the dollar proceeds from the U.K. investment at the end of the year, the return on the Fis investment portfolio, and the net return for the FI if the spot forcign exchange rate rises to $1.35/L over the year