Consider the $2$ Y spot rates in Poland and USA are $3\%$ pa$.$ and $1\mathrm{.}5\%$ pa$.$ respectively. The spot exchange currently quoted is $3\mathrm{.}000PL\frac{N}{U}SD.$ The FX rate under $2$ Y forward contract for a delivery of $1000$ USD is $3\mathrm{.}0500$ PLN$/$USD$.$ Suppose you are a financial speculator. What loan should you take now in order to realize a profit on one forward contract under arbitrage strategy

$($please remember that the contract must be exercised with a delivery of $1000$ USD although you may sell or buy USD depending on the position in the forward contract$)?$

$2911\mathrm{.}34$ PLN

$1001\mathrm{.}53$ USD

$2872\mathrm{.}38$ PLN

$970\mathrm{.}45$ USD

$957\mathrm{.}46$ USD

$985\mathrm{.}11$ USD

$986\mathrm{.}62$ USD