Can I get detailed explanation and answer for this question?

You run a hedge fund with a line of credit that allows you to borrow $100 million at an annual interest rate of 5%.The minimum amount of time that you can borrow for is one day.There are 365 days in a year.The spot rate for a euro is $1.20.The spot rate for a yen is $0.0094.The spot rate between yen and euros is 125/.Which currencies should you buy or sell to take advantage of arbitrage opportunities?How much money can you make in one roundtrip in one day if prices don't change?