can someone help me doing this question please

4 Consider a Dutch investor with 1,000 euros to place in a bank deposit in either the Netherlands or Great Britain. The (one-year) interest rate on bank deposits is 3% in Britain and 4% in the Netherlands. The (one- year) forward euro-pound exchange rate is 1.575 euros per pound and the spot rate is 1.4 euros per pound Answer the following questions, using the exact equaticns for UIP and CIP as mecessary What is the euro-denominated returs on Dutch deposits for this investor? a. V Furo depasit or Ht tY pand chfpost er 3p Dutch deposit uIp-Cxpeedud furemhur on Ee emol pond1.4.el pamdd Cl.03/1.021) C1.4al e)1.38 7 ep 24 754 te inst Ere ha uedete Bader loo ero x1.o38654- 1,386 s1 ero b. What is the (riskless) euro-denominated retum on British deposits for this investor using forward cover? pend /Reol pend (Pard CIP=CIHiero).Cte pand) xCF ere eurd/Pomd -CI04/1.03)v 1.10 e 00 re y t.41359 1413.54 ens c. Is there an arbitrage opportunity here? Explain why or why not. Is this an equilibrium in the forward exchange rate market? She