Answer options A) 6.23%, 7.39%, 6.14%, 3.47%, 5.9% B) 3.81%, -3.78%, 5.96%, 3.64%, 3.62% C)...

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Answer options

A)

6.23%, 7.39%, 6.14%, 3.47%, 5.9%

B)

3.81%, -3.78%, 5.96%, 3.64%, 3.62%

C)

4.85%, 3.67%, 5.48%, 4.93%

Use the information below to answer the following questions Currency per U.S. $ U.K. Pound 6-months forward () Japan Yen 6-months forward ) Switzerland Franc 6-months forward (SF) 0.5135 0.5204 108.21 106.96 1.0492 1.0478 Suppose interest rate parity holds, and the current six-month risk-free rate in the United States is 4.8 percent. Required (a) What must the six-month risk-free rate be in Great Britain? (Click to select) (b) What must the six-month risk-free rate be in Japan? (Click to select) (c) What must the six-month risk-free rate be in Switzerland? (Click to select)

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