question 13 based off question 11

Akemi Yamada, a foreign exchange trader at Credit Suisse (Tokyo), is exploring covered interest arbitrage (CIA) possibilities. She wants to invest $900,000 or its yen equivalent, in a covered interest arbitrage between U.S. dollars and Japanese yen. She faced the following exchange rate and interest rate quotes, Assumptions Value Arbitrage funds available $900,000 Spot rate (W/5) 105.46 180-day forward rate (V/5) 104.75 180-day U.S. dollar interest rate 4,80% 180 day Japanese yen interest rate 3.40% What is the CIA profit potential (%). [to 4-decimal place) - the difference in interest rates and the forward discount rate? -0.044 QUESTION 13 Based on the question above (Question 11 on CIA), what is her profit (arbitrage gain)