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1927) PGC21GFMALL-Global Financial Management(GFM D Section Instructions Question 3 of 4 Management Section : Global Financial Ambuja Ltd. has a payable of $400 million. Payment

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1927) PGC21GFMALL-Global Financial Management(GFM D Section Instructions Question 3 of 4 Management Section : Global Financial Ambuja Ltd. has a payable of $400 million. Payment is due in 1 year Spot rate: $1=Rs.75.15/24 One year forward rate $1=Rs.77.27/42 One year Rupee interest rate 4.0%-4.5% One year $ interest rate 1.0%-1.5%. One year call option at a strike price of $1=Rs.77 is selling at a premi One year put option at a strike price of $1=Rs.75 is selling at a premiur i . A+ A- A u Notification (8) 1927) PGC21GFMALL-Global Financial Management(GFM D Section Instructions Question 3 of 4 Management Section : Global Financial Ambuja Ltd. has a payable of $400 million. Payment is due in 1 year Spot rate: $1=Rs.75.15/24 One year forward rate $1=Rs.77.27/42 One year Rupee interest rate 4.0%-4.5% One year $ interest rate 1.0%-1.5%. One year call option at a strike price of $1=Rs.77 is selling at a premi One year put option at a strike price of $1=Rs.75 is selling at a premiur i . A+ A- A u Notification (8)

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