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5. Suponga que el tipo de cambio actual entre Alemania y Japn es 0,02 =C/. La tasa libre de riesgo anual de capitalizacin continua denominada

5. Suponga que el tipo de cambio actual entre Alemania y Japn es 0,02 =C/. La tasa libre de riesgo anual de capitalizacin continua denominada en euros es del 4% y la tasa libre de riesgo anual de capitalizacin continua denominada en yenes es del 1%.

a. Cules son los precios forward euro/yen y yen/euro a 6 meses?

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