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The two-month interest rates in Switzerland and the United States with continuous compounding are 3% and 8% per annum, respectively. The spot price of the

The two-month interest rates in Switzerland and the United States with continuous compounding are 3% and 8% per annum, respectively. The spot price of the Swiss franc is $0.6500/CHF. The futures price for a contract deliverable in two months is $0.6600/CHF. What arbitrage opportunities does this create?

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