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4. (10 points) Calculate CIA profit from borrowing either 1 million Swiss francs or I million dollars Currency Annualized Interest rates 4.750-4.925% 3.625-3.850% Spot rates
4. (10 points) Calculate CIA profit from borrowing either 1 million Swiss francs or I million dollars Currency Annualized Interest rates 4.750-4.925% 3.625-3.850% Spot rates 90-day forward rates SFrl.3392-482/$ SFrl.3286-374/S SFr 5.(10 points) Four Yen futures contracts (V12.500.000 each) that mature on Friday afternoon were purcha Monday morning for $0.009433. Monday through Friday closing prices were: $0.009542, S0.009581, so.009375, s0.009369 and $0.009394. Find the investor's marked-to-market profir Check your results by finding the difference between beginning and ending contract value. Monday Tuesday Wednesday Thursday Friday Difference between beginning and ending contract value: 6(3 points) What is the appreciation of s if euro depreciated 2.55% against dollar over last year
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