Suppose that instead of funding the $300 million investment in 8% British loans with CDs issued in the United Kingdom, the FI manager hedges the foreign exchange risk on the British loans by immediately selling its expected one-year pound loan proceeds in the forward FX market. The current forward one-year exchange rate between dollars and pounds is $1.53 per pound. Additionally, instead of funding the $200 million investment in 10% Turkish loans with CDs issued in the Turkey, the FI manager hedges the foreign exchange risk on the Turkish loans by immediately selling its expected one-year lira loan proceeds in the forward FX market. The current forward one-year exchange rate between dollars and Turkish lira is $0.5486 per lira. Calculate the return on the FI's investment portfolio (including the hedge) and the net interest margin for the FI over the year.