Suppose that the spot rate of EUR is 1.0951 USD for 1 Euro 1 yea r forward rare is 1.0963 USD for 1 Euro. Suppose that the 1 year USD interest rate is 0 65% annualized and Euro interest rate is 0.01%. annualized (rates are compounded annually that means for example that 1 USD a year from now grows to 1 ^*( 1+ 0.65%) USD). Is there an arbitrage opportunity If there is describe it. (5pt) Suppose that the spot exchange rate of EUR is 1.1000 USD for 1 Euro. Suppose that the 3months USD interest rate is0.60% annualized and Euro interest rate is 0.02 % annualized (rates are continuously compounded). What is 3 month forward exchange rate(5pt)what is the six-mouth forward price for a stock providing no income if the stock price is 100 and the continuously compounded interest rate is 1% What is the forward price if the stock pays a 2%. continuously compounded dividend yield