Suppоse thаt the аnnuаl interest rate is 6 percent in the United States and 4 percent in Great Britain, and that the spоt exchange rate is $2/£ and the fоrward exchange rate, with 6-month maturity, is $2.3/£. Assume that an arbitrager can borrow up to $10,000 or £5,000. Step 4: Suppose you can borrow either $10,000 or £5,000. Please fill out the blanks below for both trading options and decide which option will make profit. Option A: 1) Borrow $10,000 today, your repayment in 6 months will be $ [l2] . 2) Exchange into £5,000 today at the current spot rate. 3) Invest £5,000 in UK for 6 months, and you will receive £ [l3] (principal plus interest) in 6 months. 4) Sell forward £ (the future value of your pound investment, which is what you get from the above step) due in 6 months to yield $ [l4] . 5) Your arbitrage profit is $ [l5] . Option B: 1) Borrow £5,000 today, your repayment in 6 months will be £ [l6] . 2) Exchange into $10,000 today at the current spot rate. 3) Invest $10,000 in US for 6 months, and you will receive $ [l7] (principal plus interest) in 6 months. 4) Buy forward £ (the future value of your pound loan, which is what you get from the first step) due in 6 months. The cost will be $ [l8] . 5) Your arbitrage profit is $ [l9] . You will choose option [l1] (Please insert A or B) based on the above calculations.