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If illustrate a triangular arbitrage with the following diagram, it is characterized as 7 MXN A. B. C. D. Indirect purchase of (with MXN) and a direct sale of for MXN Indirect purchase of MXN (with \) and a direct sale of MXN for Indirect purchase of MXN (with ) and a direct sale of MXN for $ Indirect purchase of (with $) and a direct sale of for MXN Assume the following information: Quoted Price Spot rate of Canadian dollar 90-day forward rate of Canadian dollar 90-day Canadian interest rate (a periodic rate) 90-day U.S. interest rate (a periodic rate) $.977/C$ $.915/C$ 12% 4% A. Given this information, who has a covered interest arbitrage opportunity? Answer either "Canadian investors" or "U.S. investors". B. What would be the home currency-denominated rate of return to an investor who successfully used covered interest arbitrage? (Assume the investor starts with 50,000 units of home currency) C. What changes in the 4 quoted prices above would likely occur to eliminate any further possibilities of covered interest arbitrage