help me answer this step by step please

Suppose that the world consists of three countries, A, B, and C. Nominal interest rates, spot rates, and forward rates are (iA , iB , iC , EA/B , EA/C , FA/B , FA/C ) = (0.02, 0.05, 0.01, 0.70, 1.21, 0.67, 1.30). Since we are working with small numbers, keep things to 4 decimal points (e.g., 1.00005 rounds to 1.0001). Recall that EX/Y tells you how many X$ you get for Y$1, and FX/Y tells you the guaranteed rate at which you can exchange currencies in the future.

1. Given A$1, which scenario provides the highest number of A dollars in the future?

A Buying A bonds B Converting A dollars to B dollars and buying B bonds with a forward contract C Converting A dollars to C dollars and buying C bonds with a forward contract D Indifferent between options A and B E Indifferent between options A and C F Indifferent between options B and C G Indifferent between all three options.

2. Calculate E[EA/B,t+1] if uncovered interest rate parity were to hold.

3. Calculate E[EA/C,t+1] if uncovered interest rate parity were to hold. Suppose covered interest rate parity holds. All of the values given in the question are unchanged

except iA and EA/C which are unknown and must be solved for. 4. Calculate EA/C. 5. Calculate E[EA/C,t+1] if uncovered interest rate parity were to hold as well.

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