At 6am the next morning, your CFO reports to you all of the new market rates. The EURUSD spot rate has surged to 1.35, and the USD and EUR interest rates are both now 0.1%. Your CFO reports that the forward rate should be 1.35 as well, but is currently being quoted at 1.38!!! A. What is the profit ratio on this arbitrage opportunity? B. If the US interest rate went to ___________% and nothing else changed, the arbitrage would disappear. C. Why is this higher/lower than the current rate of 0.1%? D. If the Euro interest rate went to ___________% and nothing else changed, the arbitrage would disappear. E. If the spot rate went to __________ and nothing else changed, the arbitrage would disappear.