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For the USD|CHF spot rate being 1.2500, the 1Y US risk-free interest rate is 5.00%...

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Finance

For the USD|CHF spot rate being 1.2500, the 1Y US risk-free interest rate is 5.00% and that of CHF being 3.00%, find the 1Y Forward USD|CHF rate? How much does the forward change by changing the USD interest rate up by 1bp together with the CHF interest rate down by 1bp? Express the answer in pip

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