consider teo currencies, the WSC and the BDR. the spot WSC/BDR exchange rate is 2.875, the 180day riskless WSC rate is 1.5%, and the 180day riskless BDR rate is 3.0%. the 180-day forward exchange rate that will prevent arbitrage profits is closest to: 答案是2.854 WSC/BDR 用的是2.875*（（1+0.015/2）/（1+0.03/2））=2.8538 我就搞不懂为什么要这么做呢？老师可以帮忙解释一下吗？

这是从利率平价原理出发的，