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How would you exploit arbitrage opportunity

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Covered Interest Arbitrage. The spot and 360-day forward rates on the Swiss franc are SF 2.1 and SF 1.9, respectively. The risk-free interest rate in the US is 6 percent, and the riskfree rate in Switzerland is 4 percent. Is arbitrage opportunity here? How would you exploit it?

Reference no: EM13315799

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