Suppose the spot rates for the euro, pound sterling, and Swiss franc are $1.52, $2.01, and $0.98,

Question:

Suppose the spot rates for the euro, pound sterling, and Swiss franc are $1.52, $2.01, and $0.98, respectively. The associated 90-day interest rates (annualized) are 8%, 16%, and 4%; the U.S. 90-day rate (annualized) is 12%. What is the 90-day forward rate on an ACU (ACU 1 = €1 + £1 + SFr 1) if interest parity holds?