有关于国际金融的问题，高分求解，谢谢

Question

国际金融的题目，各位大师帮忙求解，写下过程哦，谢谢。
Suppose that the U.S. dollar-pound sterling spot exchange rate equals $1.60/£, while the 360-day forward rate is $1.64/£. The yield on a one-year U.S. Treasury bill is 9% and on a one-year U.K. Treasury bill the yield is 8%. Calculate the covered interest differential in favor of London. On the basis of this result, which country would you expect to face capital inflows and which to face capital outflows?

Answer 1

如果没错的话：
英国应该把一年期国债低降到6.34%以内。否则美元会大量流入英国。
计算过程：
即期利率：$1.60/£
假设有10000£， 一年后的收益将是：
投资英镑收益：10000*0.8=800
投资美元收益：16000*0.9=1440
远期利率应为：（1600+1440）/(10000+800)=1.6148
而已知远期利率为$1.64/£，之间所产生的利差由于英镑的一年期国债利率定的过高所致。
所以英国合理利息率应定在（10000/17440/1.64）6.34%以内。