Which one of the following formulas illustrates the mechanics of covered interest arbitrage? Assume the $1 is borrowed and S0 = spot rate; F1 = one-year forward rate; RF = foreign country risk-free rate; and RUS = U.S. risk-free rate. $1 S0 (1 + RF) $1 (1 + RUS)/F1 $1 F1 (1 + RF)/S0 + $1 (1 + RUS) $1 F1 (1 + RF)/S0 $1 (1 + RUS) $1 S0 (1 + RF)/F1 $1 (1 + RUS) $1 S0 (1 + RF)/F1 + $1 (1 + RUS)