The following table gives information about transactions on the Balance of Payments accounts of Country X denoted in U.S.D ($) Value ($) 55% of trade balance 300 400 Transaction Exports Income received from holding foreign assets Income paid to foreign residents from holding domestic assets Net transfers received Trade balance Increase in foreign holdings of domestic Jassets Increase in domestic holdings of foreign assets 400 20% of the current account balance 400 500 The current account balance in Country X is $ (Round your answer to two decimal places.) % of the current account balance. The statistical discrepancy in the Balance of Payments accounts of Country X is (Round your answer to two decimal places.) Mr. Black is a British investor looking into two one-year maturity bonds, a U.S. bond, and a U.K. bond. Mr. Black is unconcerned about the risk factors and other costs related to the bonds and is only looking to maximize his expected rate of return. The interest rate on the U.K. bond (i) is 5% and the interest rate on the U.S. bond (i*) is 7%. Suppose that the exchange rate is 1.35 dollars per pound in the current year. If there are no arbitrage possibilities between the two bonds, what should be the value of the expected nominal exchange rate (E+1) for the next year? E+1 dollars per pound. (Round your answer to two decimal places.) The following table gives information about transactions on the Balance of Payments accounts of Country X denoted in U.S.D ($) Value ($) 55% of trade balance 300 400 Transaction Exports Income received from holding foreign assets Income paid to foreign residents from holding domestic assets Net transfers received Trade balance Increase in foreign holdings of domestic Jassets Increase in domestic holdings of foreign assets 400 20% of the current account balance 400 500 The current account balance in Country X is $ (Round your answer to two decimal places.) % of the current account balance. The statistical discrepancy in the Balance of Payments accounts of Country X is (Round your answer to two decimal places.) Mr. Black is a British investor looking into two one-year maturity bonds, a U.S. bond, and a U.K. bond. Mr. Black is unconcerned about the risk factors and other costs related to the bonds and is only looking to maximize his expected rate of return. The interest rate on the U.K. bond (i) is 5% and the interest rate on the U.S. bond (i*) is 7%. Suppose that the exchange rate is 1.35 dollars per pound in the current year. If there are no arbitrage possibilities between the two bonds, what should be the value of the expected nominal exchange rate (E+1) for the next year? E+1 dollars per pound. (Round your answer to two decimal places.)