plz help me to solve this by answer all parts with excel work

Q4 The following information was available Spot rate for Japanese yen: 680 day forward rate for Japanese yen: (assume a 365 day year) The US risk free rate The Japanese risk free rate 0.009854 $/yen 0.010927 $/yen 6.50% 1.20% a) assuming annual compounding, what is the expected 680 day forward rate. b) Based on the value determined in part a, is there an arbitrage opportunity? c) if the answer in part b was yes, describe the arbitrage strategy. Assume you have the ability to borrow either 100 mm yen or 1mm US dollars. Based on this, what is the total profit and the currency of that profit? Strategy: Total profit, including the currency of the profit: 44 Q4 The following information was available Spot rate for Japanese yen: 680 day forward rate for Japanese yen: (assume a 365 day year) The US risk free rate The Japanese risk free rate 0.009854 $/yen 0.010927 $/yen 6.50% 1.20% a) assuming annual compounding, what is the expected 680 day forward rate. b) Based on the value determined in part a, is there an arbitrage opportunity? c) if the answer in part b was yes, describe the arbitrage strategy. Assume you have the ability to borrow either 100 mm yen or 1mm US dollars. Based on this, what is the total profit and the currency of that profit? Strategy: Total profit, including the currency of the profit: 44