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Suppose we have the following exchange rate quotes: Spot rate 6-month forward rate Great Britain () .6232 .6227 Japan () 86.47 86.39 Switzerland (Fr) .9249

Suppose we have the following exchange rate quotes:

Spot rate 6-month forward rate
Great Britain () .6232 .6227
Japan () 86.47 86.39
Switzerland (Fr) .9249 .9232

Assume interest rate parity holds, and the current six-month risk-free rate in the United States is 1.37 percent. The six-month risk-free rate in Great Britain, Japan, and Switzerland must be percent ,percent , and percent , respectively.

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