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QUESTION 4 10 The two-month interest rates in Switzerland and the United States are 59 and 2% per annum, respectively, with continuous compounding. The spot

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QUESTION 4 10 The two-month interest rates in Switzerland and the United States are 59 and 2% 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 $0.7900. What arbitrage opportunities does this create? TT TT Paragraph Arial 3 (12pt) T: . T' T. S. Mashup THESS Pathep Words

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