What arbitrage opportunities does this create

Reference no: EM131235760

The 2-month interest rates in Switzerland and the United States are, respectively, 2% and 5% per annum with continuous compounding. The spot price of the Swiss franc is $0.8000. The futures price for a contract deliverable in 2 months is $0.8100. What arbitrage opportunities does this create?

Reference no: EM131235760

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