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The current Swiss Franc 1-year LIBOR is 0.60% (yes a negative rate). The current USD 1-year LIBOR rate is 0.35%. The current spot exchange rate

  1. The current Swiss Franc 1-year LIBOR is 0.60% (yes a negative rate). The current USD 1-year LIBOR rate is 0.35%. The current spot exchange rate is 1.09 SF/$.

As a portfolio manager, what do you expect the %change in the value of the Swiss Franc to be over the coming year?

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