Suppose the risk-free interest rate in Japan (ry = 2%) is lower than in the US (rUS = r = 6%), and there is no probability of default by either economy. Suppose that current USD/yen exchange rate is S0 = .009. Assuming the same risk-free interest rates above, if the one year future on the USD/yen is 0.02, is there an arbitrage opportunity? If so, describe the arbitrage strategy and the total gains if ST = 0.005