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wi with solutions Consider the 2Y zero-rates in Poland and USA are 3% pa. and 1,5% pa. respectively. The spot exchange currently quoted is 3

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Consider the 2Y zero-rates in Poland and USA are 3% pa. and 1,5% pa. respectively. The spot exchange currently quoted is 3 PLN/USD. The FX rate under 2Y forward contract for a delivery of 1.000 USD is 3,05 PLN/USD. Suppose you are a financial speculator. What loan should you take now in order to realize a profit on one forward contract under arbitrage strategy? 0 a. 985,11 USD O b. 2.911,34 PLN . 2.872,38 PLN d. 986,62 USD O e. 1.001,53 USD Of. None of the answers provided. O g. 970,45 USD Oh. 957,46 USD

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