In the interest rate market, you are given the current annual interest rates of 8.000% in the United States and 5.000% in Japan. The interest rates are continuously compounded. An Fl can borrow (by issuing CDs) or lend (by purchasing CDs) at these rates. In the currency market, you are given that the one-year forward exchange rate is USD 0.0080 per one JPY. Assuming the no-arbitrage principle (interest rate parity theorem) holds, what should be the spot exchange rate of JPY per one USD? In other words, if you have one US Dollar, how many Japanese yen you can exchange in the spot currency market? That is, what is So as per the no-arbitrage principle? [REMEMBER, you need to calculate amount of Japanese yen per one US Dollar. Your answer will be a number in between 100 and 150. Round off your final answer to at least four decimals.]