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The two - month interest rates in Switzerland and the United States are 3 % and 1 % per annum, respectively, with continuous compounding. The

The two-month interest rates in Switzerland and the United States are 3% and
1% per annum, respectively, with continuous compounding. The spot price of
the Swiss franc is $0.8000. The futures price for a contract deliverable in two
months is $0.8100. Does this create an arbitrage opportunity

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