please help me understand where my teach got those answers from

?7. Show whether or not covered interest arbitrage is worthwhile in each case and compute the arbitrage profit if any: (a) Spot Y/$ = 135.60 6-month forward Y/$ = 138.38 6-month Euro $ interest rate = 10.6% per year 6-month Euro Y interest rate = 8.4% per year (b) Spot SF/$ = 1.8280 [.9468] 90-day forward SF/$ = 1.8120 [.9385] 90-day $ interest rate = 9% per year 90-day SF interest rate = 5% per year Red = 6 months interests 1 7) a) 1 (1.042) = (1.053) 138.38 135.60 -SPOT YIS 1.042 # 1.07459, CIA is possible AP = 1.07459 -- 1.042 b) 1 (1.0125) = 1 (1.0225) 1.812038 1.8280 Red = 90 days interests 1.0125 + 1.01355, CIA is possible AP = 1.01355 -- 1.0125 6