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Click on the Exhibit Button to view the Formula Sheet. A 6-month (182-day) investment of CHF15.5 million yields a return of CHF100,000. What is the rate of return?
What is EONIA?
You are quoted the following rates:
Spot JPY/CHF 0.009520-25
6M JPY/CHF 10/7
At what rate can you buy 6-month outright CHF against JPY?