The three$-$month interest rates in the United States and Australia are $5\mathrm{.}8\%$ and $3\mathrm{.}6\%$ per annum, respectively, with continuous compounding. The spot price of the Australian Dollar is $$0\mathrm{.}7000.$ The futures price for a contract deliverable in three months is $$0\mathrm{.}7100.$

a$)$ What is the no$-$arbitrage futures price? Please round your answer to $4$ decimal places.

b$)$ What arbitrage opportunities does this create?