University of Kansas
A total of 1.3X dollars are used to buy the Swiss francs under the terms of the forward contract and a gain of 0.011X is made. If the actual forward exchange rate is 1.05, an arbitrageur can a) borrow X dollars, b) convert the dollars to X/1.0404 Swiss francs and invest the Swiss francs for three months at zero interest rate, and c) enter into ... ................
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