Assume the following information: Current spot rate of New Zealand dollar $.6686 Forecasted spot rate of New Zealand dollar 1 year from now = $.7012 One year forward rate of the New Zealand dollar = $.6849 Annual interest rate on New Zealand dollars 5% Annual interest rate on U.S. dollars 6% Compute the return from covered interest arbitrage by a U.S. investor with $1000 to invest. 05.00% 2.55% O 6.00% O 7.55% O 8.58%