Suppose that the following prices are quoted in the markets where forward rates and interest rates on Euro-$ and on Euro- are all for 1-year ahead. Bid Ask Spot (/$) 99.95 100.05 Forward(/$) 97.00 98.00 Euro-$ (%) 4.95 5.05 Euro- (%) 1.95 2.05 Which of the following is true? A. The strategy that borrows in Euro- market and invests equivalent in Euro-$ market is profitable. B. Both A and C. C. The strategy that borrows $ in Euro-$ market and invests equivalent in Euro- market is profitable. D. It is impossible to make an arbitrage profit.