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The Current Five-Year Euro Yen and Eurodollar Rates Are 8

Question 23

Multiple Choice

The current five-year Euro yen and Eurodollar rates are 8% and 12.5% per annum,respectively.What is the implied forward premium or discount of the yen over the current spot rate for a five-year forward contract?


A) 4.17% premium
B) 18.46% discount
C) 17.74% discount
D) 22.64% premium

Correct Answer:

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