Andreas Broszio (Geneva). Andreas Broszio just started as an analyst for Credit Suisse in Geneva, Switzerland....
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Andreas Broszio (Geneva). Andreas Broszio just started as an analyst for Credit Suisse in Geneva, Switzerland. He receives the following quotes for Swiss francs against the dollar for spot, 1 month forward, 3 months forward, and 6 months forward. Spot exchange rate: Bid rate Ask rate SF1.2549/$ SF1.2632/$ 1-month forward 10 to 15 3-months forward 14 to 22 6-months forward 20 to 30 The current one-year U.S. T-Bill rate is 4.2%. a. Calculate outright quotes for bid 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? a. Calculate outright quotes for bid and ask and the number of points spread between each. Calculate the outright quotes for bid and ask and the number of points spread between each below: (Round to four decimal places.) One-month forward (SF/$) Bid Ask Spread Andreas Broszio (Geneva). Andreas Broszio just started as an analyst for Credit Suisse in Geneva, Switzerland. He receives the following quotes for Swiss francs against the dollar for spot, 1 month forward, 3 months forward, and 6 months forward. Spot exchange rate: Bid rate Ask rate SF1.2549/$ SF1.2632/$ 1-month forward 10 to 15 3-months forward 14 to 22 6-months forward 20 to 30 The current one-year U.S. T-Bill rate is 4.2%. a. Calculate outright quotes for bid 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? a. Calculate outright quotes for bid and ask and the number of points spread between each. Calculate the outright quotes for bid and ask and the number of points spread between each below: (Round to four decimal places.) One-month forward (SF/$) Bid Ask Spread
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