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

Question 3 4 pts The 6-month interest rate differential between and is C$ 3% (i.e., if - C$ = 3%) while the 6-month C$ forward premium against is 1%. Which currency should you borrow when doing a covered interest arbitrage trading between the two currencies? Both currencies C$ Either currency

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