Consider a bank dealer who faces the following spot rates and interest rates What should he set his 1 year forward ask/bid price at?

28. Consider a bank dealer who faces the following spot rates and interest rates. What should he set his 1-year forward ask price at? Bid Ask So(SE) | $1.42 = 1.00 F360 (S/) Borrowin is 4.25% APR e|3.10% APR Lendin 4% APR 3% APR $1.45 = 1.00 A. $1.4324/ B. $1.4358/ C. $1.4662/ D. $1.4676/ 29. Consider a bank dealer who faces the following spot rates and interest rates. What should he set his 1-year forward bid price at? Bid Ask So($() | $1.42 = 1.00 F360($/e) Borrowin 4.25% APR 3.10% APR Lending 4% APR 3% APR $1.45 =1.00 is ie A. $1.4324/ B. $1.4358/E C. $1.4662/ D. $1.4676/