1. Calculation of Cross-Rates. The spot rate of JPY with respect to GBP is 211.393 JPY/GBP.
The spot rate of GBP/EUR is 0.7909. a. Compute the JPY/EUR cross-rate. b. Compute the EUR/JPY cross-rate.
1. Calculation of Cross-Rates. The spot rate of JPY with respect to GBP is 211.393 JPY/GBP....
how do i do 5. Cross rates Please refer to Table 2 in the datafile. Does the quoted rate differ from the cross rate for any of the following currency pairs? (Note: you should use mid rates for this question) a) none of them b) GBP/JPY c) EUR/JPY GBP/EUR d) F KU 60 00 in 0 fx E G HI C D B A Forward (3 months) Spot mid bid ask mid 1,1052 1,0543 EUR/USD 1,0532 1,0554 1,0822 GBP/USD 1,1689...
2. Calculation of Cross-Rates. The three-month forward rate of MXN with respect to USD is 10.3228. The three-month forward rate for EUR/USD is 0.6349. Compute the MXN/EUR three-month forward rate.
pabo inläm Gran 8. Expected spot rates Please refer to Table 2 in the datafile. Given that forward rates are unbiased predictors of future spot rates, the EUR is expected to against the USD over the next 3 months. (Note: you should use mid rates for this question) a) appreciate by 4.83% b) appreciate by 4.61% c) depreciate by 4.83% d) depreciate by 4.61% A B Spot bid 1,0532 1,1643 102,33 ask 1,0554 1,1689 102,77 Forward (3 months) mid 1,1052...
Use the rates provided below for the problem. Bid Ask Spot GBP/USD 1.5102 1.5195 Forward (90 day) GBP/USD 1.5005 1.5085 Bid Ask Spot USD/JPY 123.22 128.55 Forward (90 day) USD/JPY 120.25 122.35 How many JPY can you get for GBP 50 million today? Calculate Bid and Ask for GBP/JPY and show the calculations in details.
Question: 2 following FX rates & interest rates CURRENCY SPOT RATES INTEREST RATES 3M (84 DAYS) (%) INTEREST RATES 6M (181 DAYS) (%) EURO/USD 1.0607/15 EUR 3 MONTH 0.02/0.04 EUR 6M 0.1/0.15 GBP/USD 1.5089/106 GBP 3 MONTH 0.25/0.30 GBP 6M 0.30/0.35 AUD/USD 0.7225/33 AUD 3 MONTH 1.05/10 AUD 6M 1.25/35 USD/JPY 122.55/72 JPY 3 MONTH 0.10/15 JPY 6M 0.15/20 USD/CNY 6.3920/45 CNY 3 MONTH 3.80/90 CNY 6M 4.10/20 USD/PKR 106.10/20 PKR 3 MONTH 5.90/00 PKR 6M 6.10/20 USD 3...
Calculate the possible rate for buying GBP (United kingdom Dollar) in exchange for selling JPY as well as the possible rate for selling GBP in exchange for buying JPY. Assume that the exchange rates (Bid - Offered rate) are quoted as follows: USD1 = JPY 118.10-20 , GBP1 = USD 1.6520-25
Calculate the following currency forward rates A) 1-year USD/CAD Spot rate: Risk-free USD rate: Risk-free CAD rate: 1.4040 2.37% p.a.d 0.92% pa.d B) 6-month CHF/JPY Spot rate: Risk-free CHF rate: Risk-free JPY rate: 121.61 -0.70% pa.d 0.19% p.a.d C) 3-month EUR/MXN Spot rate: Risk-free EUR rate: Risk-free MXN rate: 23.8 -0.61% 5.30%
Consider the following rates Tere EUR JPY LBP/USD LBP JPY USD/JPY 0.009 a) Find the bid rate of LBP/EUR. (6 points) b) Find the ask rate of LBP/EUR. (9 points)
Map a three month currency (GBP/EUR) forward with the following features: GBP/EUR spot 3.15; 3 months GBP rate=4.25%; 3 month EUR rate=2.50%; GBP/EUR rate forward=3.1521
Suppose that the exchange rate (spot price) of Euro in GBP (British Pound) is GBP 0.95. In addition, assume that you can freely borrow and lend in GBP for any maturity at a rate of 2% per annum and that you can do the same in Euro at a rate of 1% per annum. Both rates are continuously compounded rates. Given these assumptions: Compute the forward price (exchange rate) of the GBP in Euro for delivery of the GBP in...