I have attached an example problem and solution in the first $2$ pictures. The final $2$ pictures are the problem I need help solving. Please solve for part A and B of the last $2$ pictures, the first $2$ are just for your reference. Thank you!

Suppose that the current spot exchange rate is $0\mathrm{.}82$ per $ and the three$-$month forward exchange rate is $0\mathrm{.}8013$ per $$.$ The three$-$month interest rate is $5\mathrm{.}60$ percent per annum in the United States and $5\mathrm{.}40$ percent per annum in France. Assume that you can borrow up to $$1,000,000$ or $820,000.$

Required:

How will you realize a certain profit via covered interest arbitrage, assuming that you want to realize profit in terms of U$.$S$.$ dollars? What will be the size of your arbitrage profit?

Assume that you want to realize profit in terms of euros. Show the covered arbitrage process and determine the arbitrage profit in euros. How will you realize a certain profit and size of your arbitrage profit?