Business, 11.03.2020 22:44 tinamarie04ts
The 2-month interest rates in Switzerland and the United States are, respectively, 1% and 2% per annum with continuous compounding. The spot price of the Swiss franc is 3 $1.0500. The futures price for a contract deliverable in 2 months is also $1.0500. What arbitrage opportunities does this create ?
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The 2-month interest rates in Switzerland and the United States are, respectively, 1% and 2% per ann...
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