Will an arbitrageur facing the following prices be able to make money? Lending Borrowing 4.208 So($/) Bid $1.40 / 1.00 $1.44 / 1.00 is 4. 109 Ask $1.43 1.00 $1.49 1.00 F360($/6) ie 3.658 3.500 Multiple Choice Yes, borrow 1,000,000 at 3.65 percent; trade for at the bid spot rate of $1.40 - 100: Invest $ at 41 percent; hedge the maturity value by going long on a forward contract and agreeing to buy at the ask price of $149 in one year. The net cash flow will be positive in one year. Yes, borrow $1,000,000 at 42 percent trade for at the spot ask exchange rate of $143 - 6100; invest 6699,300.70 at 3.5 percent; hedge the maturity value by going short on a forward and agreeing to sell at the bid price of $1.44/ in one year. The net cash flow will be positive in one year Multiple Choice Yes, borrow 1,000,000 at 3.65 percent; trade for $ at the bld spot rate of $1.40 - 1.00; Invest $ at 4.1 percent; hedge the maturity value by going long on a forward contract and agreeing to buy at the ask price of $1.49/ in one year. The net cash flow will be positive in one year. Yes, borrow $1,000,000 at 4.2 percent, trade for at the spot ask exchange rate of $143 - 6100; Invest 699,300.70 at 3.5 percent; hedge the maturity value by going short on a forward and agreeing to sell at the bid price of $1.44/ in one year. The net cash flow will be positive in one year. No; the transactions costs are too high none of the options