Case Study

Comparative Foreign Investment Analysis

An American portfolio manager is evaluating two one-year government bond investment opportunities, one in the United Kingdom and one in Japan. The manager has gathered the following key financial data:

  • US One-Year Treasury Bill Rate: 3.0%
  • UK One-Year Gilt (Government Bond) Rate: 4.5%
  • Japanese One-Year Government Bond Rate: 0.5%
  • Expected Depreciation of the British Pound (£) against the US Dollar ($): 2.0%
  • Expected Appreciation of the Japanese Yen (¥) against the US Dollar ($): 1.0%

Based on the provided data, calculate the approximate nominal rate of return in US dollars for both the UK and Japanese bonds. Which investment offers the higher expected return for the American manager, and by how much? Show your calculations.

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Updated 2025-09-17

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