Chung Fixed Income Topic Test - Q6

Hi all.

For question 6, I am not getting the correct answer and I just wanted to confirm the formula I had been using as a default is correct and if so what nuance I am missing.

Hedged Return = RFd + (Rif - RFF)

where: RFd = domestic risk free rate; Rif = return on asset in foreign currency; RFF = foreign risk free rate.

The answer key uses the forward discount plus the local return to derive their answer. I am not sure what I am missing or where the disconnect is.

Thanks in advance.