Questions 2-5 are based on the following information: Suppose that the annual interest rate is 6 percent in the United States and 4 percent in Great Britain, and that the spot exchange rate is $2/ and the forward exchange rate, with 6-month maturity, is $2.3/. Assume that an arbitrager can borrow up to $10,000 or 5,000. Step 1: Write down the known variables. S($/f)= ,F($/))= , (please just write down the number, with no currency units). 6-month interest rate: i$= %,if= % (please write down your number in percentage)