I will send you the question and solution $($uploaded$).$ I do not understand the solution. QUESTION: The two$-$month interest rates in Switzerland and the United States are $2\%$ and $5\%$ per annum, respectively, with continuous compounding. The spot price of the Swiss franc is $$0\mathrm{.}8000.$ The futures price for a contract deliverable in two months is $$0\mathrm{.}8100.$ What arbitrage opportunities does this create?