The nine-month interest rates in Switzerland and the United States are 3% and 5% per annum respectively with continuous compounding. The spot exchange rate is 0.71 USD per 1 CHF. The nine-month forward exchange rate for a contract deliverable in two months is 0.81 USD per 1 CHF. To set up arbitrage, you should (keep all answers in two decimal places unless it is an integer):

Borrow 1000 (fill in the currency label, USD or CHF) and Convert into (fill in currency label) at (fill in the value of the exchange rate, ie. 0.35). Invest (fill in the amount with appropriate currency label. ie. 1100 USD ) at % (fill in the value for interest rate, i.e. 3). At the same time, enter a forward contract on CHF (fill in long or short).

9 months later, use your forward contract to (fill in buy or sell) (fill in the amount. Please label your number with appropriate currency. ie. 1200 CHF or 1100 USD) at (fill in the value for exchange rate, i.e 0.71). Pay off your loan (please label your number with appropriate currency. ie. 1200 CHF or 1100 USD). Your profit is (please label your number with appropriate currency).