Assume the Following Information

Assume the following information:
Current spot rate of New Zealand dollar = $.41
Forecasted spot rate of New Zealand dollar 1 year from now = $.43
One-year forward rate of the New Zealand dollar = $.42
Annual interest rate on New Zealand dollars = 8%
Annual interest rate on U.S.dollars = 9%
Given the information in this question,the return from covered interest arbitrage by U.S.investors with $500,000 to invest is _______%.

A) about 11.97
B) about 9.63
C) about 11.12
D) about 11.64
E) about 10.63