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Assume a Risk-Free Asset in the United States Is Currently

Question 73

Multiple Choice

Assume a risk-free asset in the United States is currently yielding 2.14 percent while a Canadian risk-free asset is yielding 2.57 percent.The current spot rate is Can$.9894.What is the approximate 3-year forward rate if interest rate parity holds?


A) Can$1.0034
B) Can$1.0027
C) Can$1.0022
D) Can$.9973
E) Can$.9978

Correct Answer:

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