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The three-month interest rates in Switzerland and the United States are 2% and 5% per year on a continuous compound basis, respectively. The spot price

The three-month interest rates in Switzerland and the United States are 2% and 5% per year on a continuous compound basis, respectively. The spot price of the Swiss franc is $0.8000, and the price of one futures contract that can be delivered after two months is $0.8100. What arbitrage opportunities will arise? Write a strategy and cash flow to generate revenue from arbitrage opportunities.

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