Provide a brief explanation in the space provided to justify your answer. [5 marks each; 15 marks total] 1a. Consider the following security for a Japanese firm traded on an exchange: A two-year dual-currency bond with annual coupon rate 5% on the notional par $10,000 and $100 principal. In the OTC market there is an one-year forward with forward price $1=$100, a two-year forward with forward price $1=$110 and a two-year 4% Euroyen bond sells at par. What's the price of the dual-currency