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Suppose we have the following exchange rate quotes: Spot rate 6-month forward rate Great Britain () .6274 .6278 Japan () 86.89 87.13 Switzerland (Fr) .9375

Suppose we have the following exchange rate quotes:

Spot rate 6-month forward rate
Great Britain () .6274 .6278
Japan () 86.89 87.13
Switzerland (Fr) .9375 .9358

Assume interest rate parity holds, and the current six-month risk-free rate in the United States is 1.51 percent. The six-month risk-free rate in Great Britain, Japan, and Switzerland must be percent, percent, and percent, respectively.

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