Which of the Following Is an Example of Interest Rate

Multiple Choice

Which of the following is an example of interest rate parity?

A) The Japanese yen trades at the same exchange rate as the Swiss franc.
B) US dollar rates on one-year US Treasury securities equal one-year Japanese government bond rates.
C) US dollar rates on one-year US Treasury securities equal one-year Japanese government bond rates, restated in dollars.
D) British pound two-year forward rates equal two-year Swiss franc forward rates.