Assume the following information (rates are actual 90-day interest rates, not annualized): Spot rate of Canadian dollar $0.900 90-day forward rate of Canadian dollar $0.890 90-day Canadian interest rate 3.50% 90-day U.S. interest rate 2.20% 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 %. Given this information, the yield (percentage return) to a U.S. investor who used arbitrage would be __% (assume the investor invests $1 million). The yield (percentage return) to a Canadian investor who used covered interest arbitrage would be %. -0.15: -0.05 0.15; -0.05 -0.05; -0.05 -0.15; 0.15 * 0.05-0.15 -0.05; 0.15 0.05; 0.05 -0.15; -0.15 -0.15: 0.05 -0.05; -0.15 0.05: 0.15 0.15; 0.15 -0.05;0.05 0.15; 0.05 0.05: -0.05 0.15: -0.15