Hello, please help, I will upvote. Provide clear answer with formulas used. Thank you :) A. 1) The ER between the Swiss franc and the US dollar is one to one in the spot market. The interest rates in Switzerland and the US are -.01 and .03 respectively. Swiss franc. What kind of arbitrage will induce a profit for you, if the forward rate is 1.05 Swiss francs equal $1? Assume you start with $1 million. 2) Expound on interest parity theory in the aforementioned context. Is the above situation sustainable?