Question 3 Suppose you observe the following one-year interest rates, spot exchange rates and futures prices. Futures contracts are available on 10,000. How much risk-free arbitrage profit could you make on one contract at maturity from this mispricing? Exchange Rates: SO($/) $1.45 1.00 : F360($/) $1.48 - 1.00 Interest Rates (APR): 15-4%; 1-3% O $159.22 O $153.10 $439.42 4 Onone of the options 1 pts