Question 26 (3.36 points) Due to market forces should realign the spot rate of a currency among banks. triangular arbitrage n locational arbitrage covered interest arbitrage forward realignment arbitrage in Question 27 (3.33 points) Assume the following information: U.S. investors have $1,000,000 to invest: 1-year deposit rate offered on US dollars 1-year deposit rate offered on Singapore dollars 1-year forward rate of Singapore dollars Spot rate of Singapore dollar 12% 10% $.512 $.500 If U.S. investors use covered interest arbitrage for a 1-year investment, what will be the amount of U.S. dollars U.S. investors will have after one year? $1,133,000.00 30 $1,126,400.00 $1,074 218.75 $2,148,437 50