Question $10$

The two$-$month interest rates in Switzerland and the United States are $1\%$ and $2\%$ per year, respectively, on a continuously compounded basis. The spot price of the Swiss franc is $$1\mathrm{.}0500,$ and the price of the futures contract that can be delivered in two months is also $$1\mathrm{.}0500.$ What arbitrage opportunities might arise?$($Please try to solve it from the perspective of an American investor. The domestic currency is the dollar and the foreign currency is the Swiss franc.$)$