(Hard) In class, we considered an example where the USDJPY spot price is 101.56, the risk free rate in Japan is 2%, and the risk free rate in the US is 2.5%. By interest rate parity, the forward USDJPY rate must be 101.06 to avoid arbitrage. Suppose the USDJPY forward rate you observe in the market is 103.99. What are your arbitrage profits? Assume you start by either borrowing $1 or 101.56 Yen. O 1 Yen (in the future) O 3 Dollars (in the future) O 1 Dollar (in the future) O 10 Yen (in the future) O 3 Yen (in the future)