I've posted this question 6 times and can't receive the right answer. Only quality response please.

Consider a hypothetical situation with the following information:

Spot Rate of Canadian dollar: $0.76

180-day forward rate of Canadian dollar: $0.85

180-day Canadian interest rate: 4%

180-day US interest rate: 4.5%

Given the information above, compute the 180-day net yield to the investor who carries out a covered interest arbitrage.

PS: To help you out, this is a short videdo lectire from my class:

https://content.streamhoster.com/preview/parkg002/Dr%20Gonyung%20Park%20536-34.mp4?autoPlay=1&width=640&height=360