East Bank USA has purchased a 5 million one-year Swiss franc (Sf) loan that pays 6 percent interest annually. The spot rate of U.S dollars for Swiss francs (CHF/USD) is $1.0175/Sfh. It has funded this loan by accepting a Canadian dollar (C$)-denominated deposit for the equivalent amount and maturity at an annual rate of 4 percent. The current spot rate of U.S. dollars for Canadian dollars (CAD/USD) is $0.7710/C$1 a. What is the net interest income earned in dollars on this one-year transaction if the spot rate of U.S. dollars for Swiss francs and U.S. dollars for Canadian dollars at the end of the year are $1.0310/Sf and $0.7680/C$, respectively? (Negative amount should be indicated by a minus sign. Do not round intermediate calculations. Round your final answer to the nearest whole number. (e.g, b. What should the spot rate of U.S. dollars for C$s be at the end of the year in order for the bank to earn a net interest income of 32)) $108,000 (disregarding any change in principal values)? (Round your answer to 5 decimal places.(e.g32.16161) a. Net interest income b. Spot rate of U.S. dollars per C$