Currency forward prices, Suppose the current exchange rate

Currency forward prices

Reference no: EM13116941

Suppose the current exchange rate between Germany and Japan is 0.02? ¥. The euro-denominated annual continuously compounded risk-free rate is 4% and the yen-denominated annual continuously compounded risk-free rate is 1%. What are the 6-month euro/yen and yen/euro forwarded prices?

Reference no: EM13116941

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