Takeshi Kamada, a foreign exchange trader at Credit Suisse $($Tokyo$),$ is exploring covered interest arbitrage possibilities. He wants to invest $$5,000,000$ or its yen equivalent, in a covered interest arbitrage between U$.$S$.$ dollars and Japanese yen. He faced the following exchange rate and interest rate quotes. How can Takeshi make covered interest arbitrage $($CIA$)$ profit?

$\backslash$table$[[$Assumptions$,$Value,Yen Equivalent$],[$Arbitrage funds available,$$5,000,000,593,000,000$