The Home country's real interest rate r is defined as r = R - πe where R is Home's nominal interest rate and πe is Home's expected inflation rate. The Foreign real interest rate r* is defined as r* = R* - π*e where R* is the Foreign nominal interest rate and π*e is the expected inflation rate in Foreign. Show that if interest rate parity and purchasing power parity both hold between the two countries that the two countries real interest rates r and r* will be equal.