Assume the following information: Quoted Price Spot rate of Canadian dollar $$0\mathrm{.}8090-$day forward rate of Canadian dollar$$0\mathrm{.}7990-$day Canadian interest rate$4\%90-$day U$.$S$.$ interest rate $2\mathrm{.}5\%.$ Given this information, what would be the yield $($percentage return$)$ to a U$.$S$.$ investor who used covered interest arbitrage? $($Assume the investor invests $$1,000,000.)$ What market forces would occur to eliminate any further possibilities of covered interest arbitrage?