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The U.S. risk-free rate is 2.96%, the Japanese yen risk-free rate is 1.00%, and the spot exchange rate between the United States and Japan is $0.00757 per yen. Both rates are continuously compounded. The price of a 180-day forward contract on the yen and the value of the forward position 90 days into the contract when the spot rate is $0.00797 are closest to:
A.
B.
C.
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