Question 8 2 pts A US investor observes the following data in the FX market: spot exchange rate between the Swiss Franc and US Dollar is 1.0505 ($ per CHF); the continuously compounded interest rates in the US and Switzerland are 1% and 0.35% per annum, respectively; the 3-month currency forward price is 1.0300 ($ per CHF). Ignoring transaction costs, is there an arbitrage opportunity and, if so, what is the investor's total profit, if she begins by borrowing 1,000 units of the relevant currency? O Yes. Profit = CHF 21.58 O Yes. Profit = $ 22.67 Yes. Profit = $ 21.58 Yes. Profit = CHF 22.67 O None of the other answers