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A fund has assets denominated in euros and liabilities in yen due in 3 months. The 3-month forward rate for the euro is $1.63 per
A fund has assets denominated in euros and liabilities in yen due in 3 months. The 3-month forward rate for the euro is $1.63 per euro, and the 3-month forward rate for the yen is 127 yen per dollar. The 3-month forward rate for the euro versus the yen should be per euro. O *77.91 0 18779 O x207.01 x197.12
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