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111 = Homework: Chapter 10 Homework Question 3, Problem 10-7 (algorithmic) Part 1 of 6 Krystal. Krystal is a U.S.-based company that manufactures, sells, and

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111 = Homework: Chapter 10 Homework Question 3, Problem 10-7 (algorithmic) Part 1 of 6 Krystal. Krystal is a U.S.-based company that manufactures, sells, and installs water purification equipment. On April 11, the company sold a system to the City of Nagasaki, Japan, for installation in Nagasaki's famous Glover Gardens (where Puccini's Madame Butterfly waited for the retum of Lt. Pinkerton). The sale was priced in yen at $25,000,000, with payment due in three months. The exchange rate and interest rate data are shown in the popup window: Note that the interest rate differentials vary slightly from the forward discounts on the yen because of time differences for the quotes. The spot 117.579/$, for example, is a mid-point range. On April 11, the spot yen traded in London from 118.342/S to W116.815/5. Krystal's Japanese competitors are currently borrowing yen from Japanese banks at a spread of two percentage points above the Japanese money rate. Krystal's weighted average cost of capital is 15.5%, and the company wishes to protect the dollar value of this receivable. a. What are the costs and benefits of alternative hedges? Which would you recommend, and why? b. What is the break-even reinvestment rate when comparing forward and money market alternatives? HW Score: 0%, 0 of 10 points O Points: 0 of 3 3-month options are available from Kyushu Bank: call option on 25,000,000 at exercise price of 117.000/$: a 1.2% premium; or a put option on W25,000,000, at exercise price of 117.000/$: a 3.5 % premium. Help me solve this a. How much in U.S. dollars will Krystal receive in 3 months without a hedge if the expected spot rate in 3 months is assumed to be 117.579/$? $(Round to the nearest cent.) View an example Save Get more help. Clear all Check answer Ir 10 Data table mpany that manufactures, sells, and installs water purification equipment. On April 11. the company X Spot exchange rate: 1-month forward rate: 3-month forward: (algorithmic) Part 1 of 6 117.579/$ (closing mid-rates) 117.036/$, a 5.57% per annum premium 116.159/$, a 4.89% per annum premium 111.242/$, a 5.70% per annum premium Click on the icon located on the top-right corner of the data table in order to copy its contents into a spreadsheet. 1-year forward: Money Rates One month United States Differential 4.79125% 4.8875% Three months 4.9250% 4.82375% Twelve months 5.3000% 4.98375% Click on the icon located on the top-right corner of the data table in order to copy its contents into a spreadsheet. Print O Points: 0 of 3 Japan 0.09625% 0.10125% 0.31625% ew an example Get more help. Done - 0 Clear all 111 = Homework: Chapter 10 Homework Question 3, Problem 10-7 (algorithmic) Part 1 of 6 Krystal. Krystal is a U.S.-based company that manufactures, sells, and installs water purification equipment. On April 11, the company sold a system to the City of Nagasaki, Japan, for installation in Nagasaki's famous Glover Gardens (where Puccini's Madame Butterfly waited for the retum of Lt. Pinkerton). The sale was priced in yen at $25,000,000, with payment due in three months. The exchange rate and interest rate data are shown in the popup window: Note that the interest rate differentials vary slightly from the forward discounts on the yen because of time differences for the quotes. The spot 117.579/$, for example, is a mid-point range. On April 11, the spot yen traded in London from 118.342/S to W116.815/5. Krystal's Japanese competitors are currently borrowing yen from Japanese banks at a spread of two percentage points above the Japanese money rate. Krystal's weighted average cost of capital is 15.5%, and the company wishes to protect the dollar value of this receivable. a. What are the costs and benefits of alternative hedges? Which would you recommend, and why? b. What is the break-even reinvestment rate when comparing forward and money market alternatives? HW Score: 0%, 0 of 10 points O Points: 0 of 3 3-month options are available from Kyushu Bank: call option on 25,000,000 at exercise price of 117.000/$: a 1.2% premium; or a put option on W25,000,000, at exercise price of 117.000/$: a 3.5 % premium. Help me solve this a. How much in U.S. dollars will Krystal receive in 3 months without a hedge if the expected spot rate in 3 months is assumed to be 117.579/$? $(Round to the nearest cent.) View an example Save Get more help. Clear all Check answer Ir 10 Data table mpany that manufactures, sells, and installs water purification equipment. On April 11. the company X Spot exchange rate: 1-month forward rate: 3-month forward: (algorithmic) Part 1 of 6 117.579/$ (closing mid-rates) 117.036/$, a 5.57% per annum premium 116.159/$, a 4.89% per annum premium 111.242/$, a 5.70% per annum premium Click on the icon located on the top-right corner of the data table in order to copy its contents into a spreadsheet. 1-year forward: Money Rates One month United States Differential 4.79125% 4.8875% Three months 4.9250% 4.82375% Twelve months 5.3000% 4.98375% Click on the icon located on the top-right corner of the data table in order to copy its contents into a spreadsheet. Print O Points: 0 of 3 Japan 0.09625% 0.10125% 0.31625% ew an example Get more help. Done - 0 Clear all

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