I'm not really sure what the question wants. For an outsider, this situation is an arbitrage opportunity.
Write a forward contract for the following money making opportunity:
Suppose that dealer A in New York offers to buy British pounds a year from now at a rate dA = $1.58 to a pound, while dealer B in London would sell British pounds immediately at a rate dB = $1.60 to a pound. Suppose that dollars can be borrowed at an annual rate of 4%, and British pounds can be invested in a bank account at 6%.
Any help would be appreciated!