can someone help me explain why the implied SF interest rate is 4.499%?

Andreas Broszlo (Geneva). Andreas Broszio lust siarted as an analyst for Creda Suibse in Geneva, Switzorland. Ho recehes gie following quotes for Swas francs against the dollar for spot, 1 month forward, 3 months forward, and 6 months forward. The current one-year US. Thit rale is 4.1%. a. Colculate cutright quoles for bid and atk and the number of points spread between each. b. What do you notice about the spread as quotes evolve from spot loward 6 months? e. What is the fi-month Swise hil rata? Calculale the outright quotes for bid and ask and the number of points spread between each below: (Round to four decimat places.) b. What do you notice about the spread as quotes evolve trom spot toward 6 monehs? (Select trom the drce-down menus) In , most leny a resict of and tiading volume. c. What is the 6 month Siss bal rate? (Round exchange rate to four decimal places and interest rate to theee decimal places.)