There is no formula for _ covered interest rate parity_, nor a formula for _ uncovered interest rate parity_.
There is a formula for _ interest rate parity _. No adjective.
The only difference between covered interest rate parity and uncovered interest rate parity is that the former has a security (a forward or futures contract) that ensures that that formula will hold, while the latter does not. But the formula doesn’t depend on having that security or not; the formula’s the formula.
It really doesn’t make sense this exercise, I mean, also the way they explain the solution…
The same for question 15: covered interest parity, from the theory (even Schweser notes): E(%DeltaS) A/B = Ra -Rb
I would solve it by looking at the difference in interest rates and then this is the chance in the spot rate. They solve it like: Spot x (1+Ra)/(1+Rb)
And what makes me laugh is that in the solution they make a reference on the page of the book where they solved the exercise with the first formula, not the one they used (and leads to different results!)