#7 (Interest rate parity) On August 8th the six-month risk-free rate of interest in Switzerland was 6 percent.If the spot exchange rate for dollars for Swiss francs is 0.9254 and the six-month forward exchange rate is 0.9255, 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.)