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3A) 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

3A) 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 $.8000. Calculate the future price.

3B) If the futures price for a contract deliverable in 2 months is $0.8100, what arbitrage opportunities does this create?

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