QUESTIONS Assume the following current information: (The deposit rate on Euro-yen 6-month deposits = 3% per annum (ID) The deposit rate on Cdn S 6-month deposits = 1% per annum (iii) The 6-month forward exchange rate: 1.0=CS 0,0125 (iv) The current spot exchange rate: 1.0 = CS 0.0120 Does the given data satisfy the interest rate parity? If there is a covered interest arbitrage opportunity, find arbitrage profit for transaction size of CS 10 million or 83.33333 million