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( 1 2 points ) A company expects to receive C $ 1 , 2 0 0 , 0 0 0 in one year. Furthermore,
points A company expects to receive $ in one year. Furthermore, the company also expects to pay C $ at the same date. The existing spot rate of the Canadian dollar is $$ and the year forward rate is $$
Oneyear call options on Canadian dollars are available, with an exercise price of $C$ and a premium of $ per unit. Oneyear put options on Canadian dollars are available, with an exercise price of $$ and a premium of $ per unit. Assume the following money market rates:
tableUSCanadaDeposit rate,
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