Citibank expects that the Chinese yuan will depreciate against the dollar from its spot rate of $$\mathrm{.}15$ to $$\mathrm{.}12$ in $60$ days. The following interbank lending rate and borrowing rate exist:

$\backslash$table$[[$Lending Rate,Borrowing Rate$],[6\mathrm{.}0\%,6\mathrm{.}2\%$