(Answered) Covered interest arbitrage the spot and 360-day forward

Economics

Covered Interest Arbitrage. The spot and 360-day forward rates on the Swiss franc are SF 2.1 and SF 1.9, respectively. The risk-free interest rate in the US is 6 percent, and the riskfree rate in Switzerland is 4 percent. Is arbitrage opportunity here? How would you exploit it?

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