iven the facts below, determine where the arbitrage opportunity exists. Calculate the amount of profits that can be made that does the exchange rate have to be before the arbitrage profits disappear? Suppose an investor: - Borrows Currency A at 3% - Converts the borrowed amount into Currency B at the spot rate - Invests the proceeds in a deposit denominated in Currency B and paying 5% per annum - Assume the currencies are trading at par In the spot market (Currency A = Currency B)