A Japanese company wants to hedge the foreign exchange risk from receiving GBP in 1 year’s time, at a moment in time when the spot exchange rate between GBP and JPY is Sbid (GBP/JPY) = 150.50 and Sask (GBP/JPY) = 150.75. Knowing that, for 1 year operations, the loan and deposit interest rates for the JPY are -0.15% and -0.25% respectively, and that the loan and deposit interest rates for the GBP are 0.85% and 0.75% respectively, what value should the forward rate F1year (GBP/JPY) take?