Suppose the spot $$/$ exchange rate is $0\mathrm{.}007,$ the $1-$year continuously compound dollar$-$denominated interest rate is $5\%$ and the $1-$year continuously compounded yen$-$denominated interest rate is $1\%.$ What is the $1-$year forward exchange rate?

Question $14$ options:

$$0\mathrm{.}0083265$

$$0\mathrm{.}0072857$

$$0\mathrm{.}0093673$

$$0\mathrm{.}0083682$

$$0\mathrm{.}0082850$