Can I please have parts B and C answered?

b) Consider the following information Spot rate =2 Euro /$ RUS=10% Forward rate one period ahead =1.8 Euro /$ RE=5% Show through your workings, your arbitrage profit if you start with US $100. (5 marks) c) If, on an average, the yield curves were flat, what would this say about the liquidity premiums in the term structure? Would you be more or less willing to accept the pure expectations theory