The two-month interest rates in Switzerland and the United States are 1% and 2% per annum, respectively, with continuous compounding. The spot price of the Swiss franc is $1.0600. The futures price for a contract deliverable in two months is $1.0500. What arbitrage opportunities does this create? a. Sell Swiss francs and short Swiss francs futures b. Sell Swiss francs and buy Swiss francs futures O c. long futures and short Swiss franc O d. Long Swiss francs and buy Swiss francs futures