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Covered Interest arbitrage: Given the following information,

Six$$month Sfr interest rate $2\mathrm{.}00\%$ p$.$a$.$

Six$$month $ interest rate $2\mathrm{.}50\%$ p$.$a$.$

Days of forward days $180$ days

Spot exchange rate Sfr $1\mathrm{.}2051/$USD

Six$$month forward exchange rate Sfr $1\mathrm{.}1922/$USD

Show how to execute covered interest arbitrage $($CIA$)$ and profits from CIA with notional amount of $$1,000,000.$

Note that the forward rate is for six months.