A trader owns a commodity as part of a long$-$term investment portfolio. The trader can buy the commodity for $$950$ per ounce and sell it for $$949$ per ounce. The trader can borrow funds at $6\%$ per year and invest funds at $5\mathrm{.}5\%$ per year $($both interest rates are expressed with continuous compounding$).$ For what range of future prices does the trader not have arbitrage opportunities?