U.S. dollar interest rate (3-month) 3.80% START EN $ 1,000,000.00 1.0095 1,009,500.00 1,023,156.38 13,656.38 $ > 90 days 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 Spot (CHF/USD) 0.9502 Forward-90 (CHF/USD) 0.9410 SFr. 950,200.00 1.0133 SFr. 962,790.15 5.30% Swiss franc interest rate (3-month) a) Casper Landsten makes a net profit, a covered interest arbitrage profit of $1,538.46 on each million he invests in the Swiss franc market (by going around the box). He should therefore take advantage of it and perform covered interessante U.S. dollar interest rate (3-month) 3.80% START EN $ 1,000,000.00 1.0095 1,009,500.00 1,023,156.38 13,656.38 $ > 90 days 27 28 29 30 31 32 33 34 35 36 37 38 39 40 41 42 43 44 45 46 47 48 49 50 51 Spot (CHF/USD) 0.9502 Forward-90 (CHF/USD) 0.9410 SFr. 950,200.00 1.0133 SFr. 962,790.15 5.30% Swiss franc interest rate (3-month) a) Casper Landsten makes a net profit, a covered interest arbitrage profit of $1,538.46 on each million he invests in the Swiss franc market (by going around the box). He should therefore take advantage of it and perform covered interessante