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Andreas Broszio (Geneva), Andrcas Broszio just started as an analyst for Crodit Suissc in Gcneva, Switzcrland. He recoives the following quotes for Swiss francs against

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Andreas Broszio (Geneva), Andrcas Broszio just started as an analyst for Crodit Suissc in Gcneva, Switzcrland. He recoives the following quotes for Swiss francs against the dollar for spot, 1 month forward, 3 months forward, and 6 montns forw Spot exchange rate Bid rate Ask rate SF1.2601/S SF 1.2617S 10 to 15 14 to 22 20 to 30 3-montns torward 6-months forward The current one-year U a. Calculate outright quates for hid and ask and the number of points spread between each b. What do you notice about the spread as quotes evolve from spot toward 6 months? c. What is the 6-month Swiss bill rate? S T-Bill rate is 4% a. Calculate outrighi quotes for bid and ask and the number of points spread belween each. Calculate the utngnt quotes tor bid and ask and the number at points spread between each below. (Round to tour decimal places ) Bid Ask Spread One-month forward (SF/$)

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