Questions 40-42 are based on the following information: Suppose you observe the following exchange rates: S($/ ) = 1.25. The six-month forward rate is F6-m($/ ) = 1.26. The annual risk-free interest rate in the U.S. is 5% and in Germany it is 2%. You can borrow either $1,000,000 or 800,000. Your total arbitrage profit will be $ (please leave whole dollars for your answer). Questions 40-42 are based on the following information: Suppose you observe the following exchange rates: S($/ ) = 1.25. The six-month forward rate is F6-m($/ ) = 1.26. The annual risk-free interest rate in the U.S. is 5% and in Germany it is 2%. You can borrow either $1,000,000 or 800,000. Your total arbitrage profit will be $ (please leave whole dollars for your answer)