Homework Answers
Percentage increase =(( f-s) /s) *100
= ((1.1052-1.0543)/1.0543)*100
= 4.83%
I. E. Option a) appreciate by 4.83%
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pabo inläm Gran 8. Expected spot rates Please refer to Table 2 in the datafile. Given...
Inia 6. Bid and ask Please refer to Table 2 in the datafile. What is the...
Inia 6. Bid and ask Please refer to Table 2 in the datafile. What is the appropriate spot exchange rate to sell GBP for EUR? (Note: you should use bid and ask rates for this question) a) 1.1076 Ige ral b) 1.1065 lue c) 1.1054 d) 1.1032 H А Spot Forward (3 months) ask mid mid bid 1,0532 1,1643 102,33 1,0554 1,1689 102,77 1,1052 1,0822 EUR/USD GBP/USD USD/JPY GBP/EUR EUR/JPY GBP/JPY 1,0543 1,1666 102,55 1,1065 107,85 119,63 107,60 119,14 108,10...
7. Triangular arbitrage Please refer to Table 2 in the datafile. Which of the triangles below...
7. Triangular arbitrage Please refer to Table 2 in the datafile. Which of the triangles below results in profitable arbitrage? (Note: you should use bid and ask rates for this question) a) USD --> JPY --> EUR --> USD b) JPY --> USD --> EUR --> JPY c) EUR --> JPY --> GBP --> EUR d) none of the them A B C DE bid Spot ask 1,0554 1,1689 102,77 Forward (3 months) mid 1,1052 1,0822 1,0532 1,1643 102,33 EUR/USD...
how do i do 5. Cross rates Please refer to Table 2 in the datafile. Does...
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...
Use the rates provided below for the problem. Bid Ask Spot GBP/USD 1.5102 1.5195 Forward (90...
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.
sorr5 now its correct 21. Currency options Please refer to Table 3 in the datafile. Suppose...
sorr5 now its correct
21. Currency options Please refer to Table 3 in the datafile. Suppose Ganado has a receivable of 1mln EUR due in 3 months. If the EUR/USD spot rate increases to 1.1830/1.1836 (bid/ask) over this period, how many USD will the company receive if the transaction exposure was hedged with currency options? (Note: use the spot bid when calculating the cost of a put option and the spot ask for the call option) a) 1 169 404...
Gransh 9. Forward hedge Please refer to Table 3 in the datafile. To hedge exposure from...
Gransh 9. Forward hedge Please refer to Table 3 in the datafile. To hedge exposure from a receivable of 1min EUR due in 3 months, Ganado could enter into a forward position, thus fixing an effective exchange rate of EUR/USD a) long; 1.1919 b) short; 1.1919 C) short; 1.1911 d) long; 1.1911 Ganado is a US company interested in hedging currency risk from its European business. You observe the following information related to hedging transaction exposure. ask bid 1,1823 EUR/USD...
Question: 2 following FX rates & interest rates CURRENCY SPOT RATES INTEREST RATES 3M (84...
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...
Pound: Spot and Forward Mid Rates Bid Ask 14484 14481 14487 Yen: Spot and Forward 15)...
Pound: Spot and Forward Mid Rates Bid Ask 14484 14481 14487 Yen: Spot and Forward 15) Mid Rates Bid Ask Spot 129.87 129.82 129.92 Forward Rates 1 month 129.68 -20 -18 6 months 128.53 -136 -132 Swaps 2 year 117.65 1232 1212 3 year 115.50 1452 1422 1.4459 1.4327 -24 -154 -160 1.4250 1.4225 -238 -265 -230 -253 Refer to the above Table. The current spot rate of dollars per pound as quoted in a newspaper is A £1.4484/$: $0.6904/£...
Canadian Dollar: Spot and Forward (C$/$) Euro: Spot and forward ($/€) Mid rates Bid Ask Mid...
Canadian Dollar: Spot and Forward (C$/$) Euro: Spot and forward ($/€) Mid rates Bid Ask Mid rates Bid Ask spot 1.2645 1.2639 1.2651 1.2390 1.2387 1.2393 Forward 3-week 23 27 19 15 3-month 135 128 155 146 7a. How much $100 will cost you in Canadian Dollar and Euro? (Hint: you are buying USD). 7b. What are 3-week and 3-month forward bid and ask rate for Canadian Dollar and Euro? 7c. Based on information above, what are the profit margin...
The following table shows the US$/C$ spot rate and forward rates as of January 11, 2019....
The following table shows the US$/C$ spot rate and forward rates
as of January 11, 2019.
(a)
Covert the above exchange rates into the direct quotes.
(b)
Does the forward rate structure imply that the Canadian dollar
will depreciate or appreciate against the US dollar over the
next
year?
c)What is the implied annual rate of appreciation/depreciation
of the Canadian dollar against the US dollar over the next
three months, over the next six months, and over the next
year?...
Inia 6. Bid and ask Please refer to Table 2 in the datafile. What is the appropriate spot exchange rate to sell GBP for EUR? (Note: you should use bid and ask rates for this question) a) 1.1076 Ige ral b) 1.1065 lue c) 1.1054 d) 1.1032 H А Spot Forward (3 months) ask mid mid bid 1,0532 1,1643 102,33 1,0554 1,1689 102,77 1,1052 1,0822 EUR/USD GBP/USD USD/JPY GBP/EUR EUR/JPY GBP/JPY 1,0543 1,1666 102,55 1,1065 107,85 119,63 107,60 119,14 108,10...
7. Triangular arbitrage Please refer to Table 2 in the datafile. Which of the triangles below results in profitable arbitrage? (Note: you should use bid and ask rates for this question) a) USD --> JPY --> EUR --> USD b) JPY --> USD --> EUR --> JPY c) EUR --> JPY --> GBP --> EUR d) none of the them A B C DE bid Spot ask 1,0554 1,1689 102,77 Forward (3 months) mid 1,1052 1,0822 1,0532 1,1643 102,33 EUR/USD...
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...
sorr5 now its correct
21. Currency options Please refer to Table 3 in the datafile. Suppose Ganado has a receivable of 1mln EUR due in 3 months. If the EUR/USD spot rate increases to 1.1830/1.1836 (bid/ask) over this period, how many USD will the company receive if the transaction exposure was hedged with currency options? (Note: use the spot bid when calculating the cost of a put option and the spot ask for the call option) a) 1 169 404...
Gransh 9. Forward hedge Please refer to Table 3 in the datafile. To hedge exposure from a receivable of 1min EUR due in 3 months, Ganado could enter into a forward position, thus fixing an effective exchange rate of EUR/USD a) long; 1.1919 b) short; 1.1919 C) short; 1.1911 d) long; 1.1911 Ganado is a US company interested in hedging currency risk from its European business. You observe the following information related to hedging transaction exposure. ask bid 1,1823 EUR/USD...
Pound: Spot and Forward Mid Rates Bid Ask 14484 14481 14487 Yen: Spot and Forward 15) Mid Rates Bid Ask Spot 129.87 129.82 129.92 Forward Rates 1 month 129.68 -20 -18 6 months 128.53 -136 -132 Swaps 2 year 117.65 1232 1212 3 year 115.50 1452 1422 1.4459 1.4327 -24 -154 -160 1.4250 1.4225 -238 -265 -230 -253 Refer to the above Table. The current spot rate of dollars per pound as quoted in a newspaper is A £1.4484/$: $0.6904/£...
The following table shows the US$/C$ spot rate and forward rates
as of January 11, 2019.
(a)
Covert the above exchange rates into the direct quotes.
(b)
Does the forward rate structure imply that the Canadian dollar
will depreciate or appreciate against the US dollar over the
next
year?
c)What is the implied annual rate of appreciation/depreciation
of the Canadian dollar against the US dollar over the next
three months, over the next six months, and over the next
year?...
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