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Use the information below to answer the following questions. U.K. Pound 6-months forward (2) Japan Yen 6-months forward () Switzerland Franc 6-months forward (SF) Currency

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Use the information below to answer the following questions. U.K. Pound 6-months forward (2) Japan Yen 6-months forward () Switzerland Franc 6-months forward (SF) Currency per U.S. $ 0.5135 0.5204 108.21 106.96 1.0492 1.0478 Suppose interest rate parity holds, and the current six-month risk-free rate in the United States is 3.7 percent. What must the six-month risk-free rate be in Great Britain? What must the six-month risk-free rate be in Japan? What must the six-month risk-free rate be in Switzerland

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