This question relates to interest rate parity and is intentionally similar to the previous question (answer both questions). Assume the current USD/Euro exchange rate is $0.92/Euro. Interest rates are 9.7% for the USD and 9.4% for the Euro. The one-year forward rate is $0.95/E. Determine if the setting is either in equilibrium, such that no arbitrage is possible, or in disequilibrium such that arbitrage is possible. Use the following values to record your answer:

Record an answer of 0 if there is no possible arbitrage in this situation

Record an answer of 100 if arbitrage is possible by borrowing Euros and investing in USD

Record an answer of -100 if arbitrage is possible by borrowing USD and investing in Euros