Your NZ bank issues one$-$year NZ CDs at a $5$ percent annual interest rate to finance a $4\mathrm{.}5$ million $($Chinese Yuan$)$ investment in two$-$year, fixed$-$rate Chinese bonds selling at par and paying $7$ percent annually. You expect to liquidate your position in one year. The current spot exchange rate is CNY $4\mathrm{.}5$ per NZD$.1.$ If$,$ in one year, there is no change to either interest rates or exchange rates, what is the end$-$of$-$year profit or loss for the bank