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  Assume that the forward rate of a 3-month EUR|USD foreign exchange contract is 1.1615 USD per EUR. What will the spot USD per EUR exchange rate be, while EUR LIBOR is 5% and USD LIBOR is 3%?
  A.1.1569.
  B.1.1639.
  C.1.1673
  D.1.1766
  Answer: C
  解析:1.1615=Se^((3%-5%)×0.25)→S=1.1673