You are a hedge fund looking for arbitrage opportunities between the spot FX market and 2 month FX forwards and money markets. You observe the following quotes from market makers in these markets for EUR and USD: Bide Aske S (USD/EUR) e 1. 1022 1. 10404 F-(USD/EUR) 1.0985e 1.0996 2m Lending Rated 2m Borrowing Rate EUR 0.44%pa 0.63%pa USD 0.25%pa 0.34%pa- At these prices: Group of answer choices C You can make an arbitrage profit and the arbitrage trade involves you lending USD in the money markets. You cannot make an arbitrage profit due to transaction costs. I You can make an arbitrage profit and the arbitrage trade involves you lending EUR in the money markets. ) None of the other answers." You can make an arbitrage profit and the arbitrage trade involves you borrowing USD in the money markets