1) A Japanese company wants to hedge the foreign exchange risk from receiving GBP in 1 year’s time, at a moment in time

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1) A Japanese company wants to hedge the foreign exchange risk
from receiving GBP in 1 year’s time, at a moment in time when the
spot exchange rate between GBP and JPY is Sbid (GBP/JPY) = 150.50
and Sask (GBP/JPY) = 150.75. Knowing that, for 1 year operations,
the loan and deposit interest rates for the JPY are -0.15% and
-0.25% respectively, and that the loan and deposit interest rates
for the GBP are 0.85% and 0.75% respectively, what value
should the forward rate F1year (GBP/JPY) take?