medium · Principles of Finance valuation

If the spot exchange rate is 1.10 USD/EUR, the 1-year USD interest rate is 5.0%, and the 1-year EUR interest rate is 3.0%, what is the no-arbitrage 1-year forward exchange rate?

  1. 1.1214
  2. 1.1880
  3. 1.1220
  4. 1.0790

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