QUESTION 14 This is a problem solving question and you must email your work to the professor. The three-month interest rates in the United States and Australia are 6.5% and 4.6% per annum, respectively, with continuous compounding. The spot price of the Australian Dollar is $0.7000. The futures price for a contract deliverable in three months is $0.6900. a) What is the no arbitrage futures price? Please round your answer to 4 decimal places. b) What arbitrage opportunities does this create