The two-month interest rates in Switzerland and the United States are 2% and 5% 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. Given your answer to question 3.11, what is the correct arbitrage strategy?

A)Buy Swiss francs and short Swiss franc futures

B)Short Swiss francs and buy Swiss franc futures

C)Buy Swiss francs and buy Swiss franc futures

D)Short Swiss francs and sell Swiss franc futures