Question 46 0.68 pts An investor specializes in foreign currency exchange securities. As of today, U.S. interest rates are 5%, British interest rates are 4%, and Japanese interest rates are 6%. The current spot rate is 1 = $1.50 and 1 = $0.30, respectively. The current one-year forward rate is quoted in the market at 5.00 = 1. Is there an opportunity for arbitrage? If so, should the investor "buy" Japanese yen (trade yen for pounds) or "sell" Japanese yen (trade pounds for yen) at the market rate? "Buy" Japanese yen () at market price "Sell" Japanese yen () at market price o No arbitrage opportunity exists