Question 17 Assume that you find that forward exchange rates of the Malaysian ringgit quoted in US dollars F(t,$/MYR) is a biased predictors of future spot exchange rates S(t+1.$/MYR). In particular, find that E[Error(t+1)]-E[S(t+1).$/MRY)]- FLS/MRY)-2%*0. The expected error term must revert to 0% quickly because no rational investor will volunteer to buy a forward contract with a -2% expected return. True O False 3 pts O No enough information