Suppose that the annual interest rate is 1.0 percent in the United States and 3 percent in Germany, and that the spot exchange rate is $1.25/ and the forward exchange rate, with one-year maturity, is $1.35/. Assume that an arbitrager can borrow up to $1,000,000 or 800,000. If an astute trader finds an arbitrage, what is the net cash flow in one year?