Find the forward rate of foreign currency Y if the spot rate is $4.50, the domestic interest rate is 6 percent, the foreign interest rate is 7 percent, and the forward contract is for nine months. (The interest rates are continuously compounded.)

Find the forward rate of foreign currency Y if the spot rate is $4.50, the domestic interest rate is 6 percent, the foreign interest rate is 7 percent, and the forward contract is for nine months. (The interest rates are continuously compounded.)




a. $4.458
b. $5.104
c. $4.468
d. $4.532
e. none of the above




Answer: C


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