The following information is available: You have $2,000,000 to invest. The current spot rate of the UAE dirham is $.110 The 60-day forward rate of the UAE dirham is $.114 The 60-day interest rate in the United States is 3% The 60-day interest rate in UAE is 2 percent The yield to a U.S. investor who conducts covered interest arbitrage is % -2.71 0.85 -6.42 4.56 O -4.56 2.71 6.42 -0.85