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The inflation rate is 3% in Euroland and 8% in Japan. The spot ER between Japane

ID: 2742941 • Letter: T

Question

The inflation rate is 3% in Euroland and 8% in Japan. The spot ER between Japanese yen and Euro is Yen100/euro1. What is the forward or expected spot exchange rate among the 2 currencies? The inflation rate is 3% in Euroland and 8% in Japan. The spot ER between Japanese yen and Euro is Yen100/euro1. What is the forward or expected spot exchange rate among the 2 currencies? The inflation rate is 3% in Euroland and 8% in Japan. The spot ER between Japanese yen and Euro is Yen100/euro1. What is the forward or expected spot exchange rate among the 2 currencies?

Explanation / Answer

The Formula for Computing the forward rate using the inflation rates in domestic and foreign counries is as follows:

F = S (1+ID) / (1+IF)

Where F = Forward rate of foreign Currency and S = Spot rate

ID = Domestic Inflation rate and IF = Inflation rate in foreign country

F = 100 (1+0.08) / (1+0.03) = 104.85Yen / Euro1.