#6.2 On August 8th the six-month risk-free rate of interest in Switzerland was 2 percent. If the spot exchange rate for dollars for Swiss francs is 0.9254 and the six-month forward exchange rate is 0.9273, what would you expect the U.S. six-month risk-free rate to be?

a. The U.S. six-month risk-free rate is _______%. (Round to two decimal places.)