Assume the following information $($rates are actual $90-$day interest rates, not annualized$)$:

Spot rate of Canadian dollar

$$0\mathrm{.}900$

$90-$day forward rate of Canadian dollar

$$0\mathrm{.}890$

$90-$day Canadian interest rate

$3\mathrm{.}50\%$

$90-$day U$.$S$.$ interest rate

$2\mathrm{.}40\%$

Given this information, the yield $($percentage return$)$ to a U$.$S$.$ investor who used covered interest arbitrage would be $\_\_\_\_\%($assume the investor invests $$1$ million$).$ The yield $($percentage return$)$ to a Canadian investor who used covered interest arbitrage would be $\_\_\_\_\%.$

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