Covered Interest Arbitrage (Please explain in depth while answering)

Q.1) You can borrow MYR 60,000. You found out the interest rate in Malaysia is 12% p.a. and in US is 14% p.a.. At present, the exchange rate of USD/MYR is 3.5652 and the three month forward is 3.5640. If the exchange rate in three months time is 3.5500, how much would your interest arbitrage profit or loss be?

Q.2) Assume the following information: Spot rate today of Swiss franc = $.60 1-year forward rate as of today for Swiss franc = $.63 Expected spot rate 1 year from now = $.64 Rate on 1-year deposits denominated in Swiss francs = 7% Rate on 1-year deposits denominated in U.S. dollars = 9% From the perspective of U.S. investors with $1,000,000, calculate the yield if he were to perform an interest arbitrage.

Q.3) You can borrow USD50,000.00. You found out the interest rate in Malaysia is 11% p.a. and in US is 12% p.a.. At present, the exchange rate of MYR/USD is 0.2455 and the three month forward is 0.2458. If the exchange rate in three months time is 0.2457, how much would your interest arbitrage profit or loss be?

Q.4) Deposit rate 12.00% (SGD) 10.00% (MYR) Borrowing rate 13.00% (SGD) 11.00% (MYR) Current spot per (SGD) 3.0000 Forward rate per (SGD) 2.9500 Amount to be borrowed in SGD 10000.0000 Deposit period(90 days) 90.00 Calculate the covered interest arbitrage.