Question III The two-month interest rates in 5 witrerland and the United States are 19 and 2% per annum, respectively, with continuous compounding, The spot price of the Swiss franc is $1.0600. The futures price for a contract deliverable in two months is $1.0500. What arbitroge opportunities does this create? Question III The two-month interest rates in 5 witrerland and the United States are 19 and 2% per annum, respectively, with continuous compounding, The spot price of the Swiss franc is $1.0600. The futures price for a contract deliverable in two months is $1.0500. What arbitroge opportunities does this create