please give a strategy for arbitrage and a synthetic for each exchange

1. Consider the following two forward contracts: CONTRACT A: at t1, you will sell 1 million EUR at a price F$/1. CONTRACT B: at t2, you will buy 1 million EUR at a price F$/2. a. Construct one synthetic for each contract. b. Suppose the spot price e$/ is 1.15/1.1505. The USD inrest rates for all relevant loans equal 2.25/2.27, and the German equivalents equal 2.35/2.36. Calculate F$/1 and F$/2 numerically. c. Suppose F$/1 equals 1.20. What strategy gives you positive arbitrage profits