please provide solution details

and solve both Questions

Q2) the 2-month interest rates in Switzerland and the United States are, respectively, 2\% and 3\% per annum with continuous compounding. The spot price of the Swiss franc is $1.0500. The futures price for a contract deliverable in 2 months is also $1.0500. What arbitrage opportunities does this create? Q3) the spot price of oil is $90 per barrel and the cost of storing a barrel of oil for one year is $4, payable at the end of the year. The risk-free interest rate is 5% per annum continuously compounded. What is an upper bound for the one-year futures price of oil