Math Problem: Show detailed calculations

Suppose that the spot and forward exchange rates between the Swiss franc $($SF$)$ and the US

dollar are $S_0=3\mathrm{.}9500S\frac{F}{\text{\$}}$ and $F_t=9$ months $=3\mathrm{.}9935S\frac{F}{\text{\$}}.$ The time to maturity of the forward

contract is nine months. The annual interest rates of SF$-$denominated and $$-$denominated

Euro$-$deposits are $8\mathrm{.}03\%$ and $6\mathrm{.}88\%$ respectively. Examine whether there exists an arbitrage

opportunity. Devise an arbitrage strategy. Describe the transactions and calculate the

arbitrage profits. Note that you may borrow $$100,000$ worth of any currency that you are free

to invest in any currency.