How to prove the forward exchange rate is F = [S(1+r_d) / (1+ r_f )] under THE PRINCIPLE OF NO-ARBITRAGE? (S is the spot rate and F the forward rate, and r_f and r_d are foreign currency interest rates and domestic currency interest rates respectively) (Or you can show that F < S(1+r_d) / (1+ r_f ) and F > S(1+r_d) / (1+ r_f ) violates the principle of no-arbitrage)