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Forward price of a contract deliverable

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The two-month interest rates in Switzerland and the United States are 2% and 4% per annum with continuous compounding, respectively. The spot price of one Swiss franc is $0.8000. The forward price of a contract deliverable in two months is $0.8200. What transactions can USD-based arbitrageurs make to secure a sure gain in two months?

Reference no: EM133068140

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