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Assume the following information (rates are actual 90-day interest rates, not annualized): Given this information, the yield (percentage return) to a U.S. investor who used covered interest arbitrage would be \% (assume the investor invests \$1 million). The yield (percentage return) to a Canadian investor who used covered interest arbitrage would be %. Given this information, the yield (percentage return) to a U.S. investor who used covered interest arbitrage would be _\% (assume the investor invests $1 million). The yield (percentage return) to a Canadian investor who used covered interest arbitrage would be %