a$)$ i$.$spot rate for CAD is $$0\mathrm{.}80,$ ii$.90$ day forward rate of CAD is $$0\mathrm{.}70,$ iii. $90$ day Canadian interest rate is $4\%$ per $3$months, iv$.90$ day US interest rate is $2\mathrm{.}5\%$ per $3$months. Given the above information, what would be the yield $(\%$ return$)$ to the US investor who used covered interest arbitrage $($assume the investor had $$1$m to invest$)$ b$)$ What market forces would occur to eliminate any further possibilities of the covered interest arbitrage?