The interest rate is $2\%$ on the dollar and $6\%$ on the pound sterling. Also, the current spot rate is $$1\mathrm{.}6=1$ and the one$-$year forward rate is $$1\mathrm{.}45=1.$ Is there an opportunity for covered interest arbitrage? If yes, what is the arbitrage profit in terms of a percentage?

Select one:

a$.$ Yes, $6\mathrm{.}55\%.$

b$.$ Yes, $5\mathrm{.}61\%.$

c$.$ Yes, $5\mathrm{.}93\%.$

d$.$ Yes, $6\mathrm{.}12\%.$

e$.$ No$.$