Question: Question 10 4 pts The 6-month interest rate differential between and is C$ 3% (i.e., if - CS = 3%) while C$ is going to

Question 10 4 pts The 6-month interest rate differential between and is C$ 3% (i.e., if - CS = 3%) while C$ is going to appreciate against in the same time period. Which currency should you invest in when doing a covered interest arbitrage trading between the two currencies? C$ Depends on how much C$ appreciates against . Either currency

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