Bank of America expects the Swiss franc to appreciate from its present spot rate of $$1\mathrm{.}09$ to $$1\mathrm{.}12$ in $30$ days. The following interbank lending and borrowing rates exist:

$\backslash$table$[[,$Lending Rate,Borrowing Rate$],[,5\mathrm{.}0\%,5\mathrm{.}3\%$