suppose that the current spot exchange rate is euro$0\mathrm{.}80/$$ and the three$-$month forward exchnage rate is euro$0\mathrm{.}7813/$$$.$ the three$-$month interest rate is $5\mathrm{.}60$ percent per annum in the United States and $5\mathrm{.}40$ percent per annum in France. Assume that you can borrow upto $$1,000,000$ or euro $800,000.$ what is the arbitrage profit in USD and what is the arbitrage profit in Euro.