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The two - month interest rate in Switzerland and in the US are, respectively, 2 % and 5 % per annum with continuous compounding. The

The two-month interest rate in Switzerland and in the US are, respectively, 2% and 5% per annum with continuous compounding. The spot price of the Swiss franc is $0.80. The futures price for a contract deliverable in 2 months is $0.81. What arbitrage opportunities does this create?
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