6. (10 points) Suppose that in 2022 two-year interest rates are 6% in the United States and 2.0% in Japan. The spot exchange rate is Y120.00/S. Suppose that one year later interest rates are 4% in both countries, while the value of the yen has appreciated to 110.00/$. a. Thomas from New York invested in a U.S. two-year zero-coupon bond at the start of the period and sold it after one year. What was his return? (5 points) ko ot 1241/ b. Butterfly from Osala bought some dollars. She also invested in the two-year U.S. zero-coupon bond and sold it after one year. What was her return in yen? (5 points)