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Assume That Swiss Investors Are Benefiting from Covered Interest Arbitrage

Question 38

Multiple Choice

Assume that Swiss investors are benefiting from covered interest arbitrage due to a high UK interest rate. Which of the following forces results from the act of this covered interest arbitrage?


A) Upward pressure on the Swiss franc's spot rate
B) Upward pressure on the UK interest rate
C) Downward pressure on the Swiss interest rate
D) Upward pressure on the Swiss franc's forward rate

Correct Answer:

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