You believe that a risk-free arbitrage opportunity exists whereby you can borrow $10,000 in Canadian dollars, invest the funds in Switzerland (in CHF) and then convert them back into Canadian dollars at the end of one year. If you are correct, you will be able to earn a positive rate of return after you pay the interest on the borrowed Canadian funds. The information you have gathered is as follows: Spot exchange rate is CAD/CHF = 0.7668 One year forward exchange rate is CAD/CHF = 0.7460 Canadian one-year T bill rate = 1.0% Swiss one-year T bill rate = 2.0% Canadian interest rate on one-year loans = 3% Using the Interest Rate Parity formula 1F1 = Sel(1 + Rquote)/(1 + Rese)]. what Forward Rate would eliminate any arbitrage opportunity in the Question above? Select one: a. 0.7460 b. 0.7668 c. 0.7744 d. 0.7869 e. None of the above are correct