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Assume that the short-term interest rate in London is 4 percent and that the short-term interest rate in the US is 2 percent. If the current exchange rate between the euro and dollar is 1=US$1.2217, using the continuous time futures pricing model, what is the price of a three-month futures contract? A. $1.2207. B. $1.2144. C. $1.2156. D. $1.2235. |