Please answer all the questions using the formulas in the picture when need it

Suppose the exchange rate for the Japanese yen to the U.S. dollar is currently 120= \$1. If the interest rate in the United States is 10% and the interest rate in Japan is 5%, what must the one-year forward rate be to prevent covered interest arbitrage? Show the formulas, do the math (indicate all operations until the final result), and indicate the units of measurement. PV=FV/(1+i)n NPV = PV (benefits) - PV (investment cost) WACC =(E/V)RE+(D/V)RD(1TC)