$($Problem $5)$ Suppose that the current spot exchange rate is $\frac{0\mathrm{.}80}{\text{\$}}$ and the three$-$month forward exchange rate is $\frac{0\mathrm{.}7813}{\text{\$}}.$ 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 $800,000.$

A$.$ Assuming that you want to realize profit in terms of U$.$S$.$ dollars, enter dollar amount of your arbitrage profit $($round to zero decimal, e$.$g$.,20,000)$$

B$.$ Assuming that you want to realize profit in terms of euros, enter euro amount of your arbitrage profit $($round to zero decimal, e$.$g$.,20,000)$