Suppose an investor with $$1,000,000$ to invest for $90$ days is trying to decide between investing in U$.$S$.$ dollars at $8\%$ per annum $(2\%$ for $90$ days$)$ or in euros at $6\%$ per annum $(1\mathrm{.}5\%$ for $90$ days$)$ The current spot rate is $\frac{0\mathrm{.}74000}{\text{\$}},$ and the $90-$day forward rate is $\frac{0\mathrm{.}73637}{\text{\$}}.$

Is there an Arbitrage Opportunity in this case? If yes, what is the Arbitrage Gain for US Investor?