Andreas Brown Andreas Bri edis for Credit G r and Herred the wing s and the door for pot month forward 3 months forward and the forward .CoM o and and the rol e h 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.) Bid Ask Spread One-month forward (SF/S) 3-months forward (SF/5) 6-months forward (SFIS) b. What do you notice about the spread as quotes evolve from spot toward 6 months? (Select from the drop down menus.) most likely a result of and trading volume. c. What is the 6-month Swiss bill rate? (Round exchange rate to four decimal places and interest rate to three decimal places.) Six-month Swiss bill rate Spot rate, midrate (SF/S) Sbx-month forward rate, midrate (SFIS) Maturity (days) Sie-month US dollar treasury rate (yield) 4.000 % Implied SF interest rate 180 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 spol. 1 month forward, 3 months forward, and 6 months forward Spot exchange rate Bid rate Ask rate 1-month forward 3-months forward 6-months forward SF1.2572/5 SF1.2634/5 10 to 15 14 to 22 20 to 30 The current one-year U.S. T-Billrate is 4% 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? Andreas Broscio Geneva Andreas Brosios started as an analyst for Credit Suisse Geneva, Switzerland. He receives the following quotes for Swiss Bancs against the dollar for spot 1 month forward. 3 months forward, and 6 months forward Spol exchange rate Bidrate SF125725 Askrabe SF 126345 1- month forward 10 to 15 141022 The cum one yearUS. TBas a. Calculate forbid and ask and the number of points spread been each 5. What do you notice about the spread as we were from spoloward 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.) Bid Ask Spread One-month forward (SF/S) 3-months forward (SF/S) 6-months forward (SF/S) b. What do you notice about the spread as quotes evolve from spot toward 6 months? (Select from the drop-down menus.) most likely a result of and trading volume. c. What is the 6-month Swiss bill rate? (Round exchange rate to four decimal places and interest rate to three decimal places.) Six-month Swiss bill rate Spot rate, midrate (SF/S) Sibe-month forward rate, midrate (SF/S) Maturity (days) 180 Six-month US dollar treasury rate (yield) 4.000 % Implied SF interest rate 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 1-month forward 3-months forward 6-months forward SF1.2572/$ SF1.2634/$ 10 to 15 14 to 22 20 to 30 The current one-year U.S. T-Bill rate is 4%. 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? MA in the hill 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.) Bid Ask Spread One-month forward (SF/S) 3-months forward (SF/S) 6-months forward (SF/S) b. What do you notice about the spread as quotes evolve from spot toward 6 months? (Select from the drop-down menus) most likely a result of and trading volume. c. What is the 6-month Swiss bill rate? (Round exchange rate to four decimal places and interest rate to three decimal places.) Six-month Swiss bill rate Spot rate, midrate (SF/S) Six-month forward rate, midrate (SF/S) Maturity (days) Six-month U.S. dollar treasury rate (yield) Implied SF interest rate 180 4.000 % Andreas Brown Andreas Bri edis for Credit G r and Herred the wing s and the door for pot month forward 3 months forward and the forward .CoM o and and the rol e h 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.) Bid Ask Spread One-month forward (SF/S) 3-months forward (SF/5) 6-months forward (SFIS) b. What do you notice about the spread as quotes evolve from spot toward 6 months? (Select from the drop down menus.) most likely a result of and trading volume. c. What is the 6-month Swiss bill rate? (Round exchange rate to four decimal places and interest rate to three decimal places.) Six-month Swiss bill rate Spot rate, midrate (SF/S) Sbx-month forward rate, midrate (SFIS) Maturity (days) Sie-month US dollar treasury rate (yield) 4.000 % Implied SF interest rate 180 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 spol. 1 month forward, 3 months forward, and 6 months forward Spot exchange rate Bid rate Ask rate 1-month forward 3-months forward 6-months forward SF1.2572/5 SF1.2634/5 10 to 15 14 to 22 20 to 30 The current one-year U.S. T-Billrate is 4% 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? Andreas Broscio Geneva Andreas Brosios started as an analyst for Credit Suisse Geneva, Switzerland. He receives the following quotes for Swiss Bancs against the dollar for spot 1 month forward. 3 months forward, and 6 months forward Spol exchange rate Bidrate SF125725 Askrabe SF 126345 1- month forward 10 to 15 141022 The cum one yearUS. TBas a. Calculate forbid and ask and the number of points spread been each 5. What do you notice about the spread as we were from spoloward 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.) Bid Ask Spread One-month forward (SF/S) 3-months forward (SF/S) 6-months forward (SF/S) b. What do you notice about the spread as quotes evolve from spot toward 6 months? (Select from the drop-down menus.) most likely a result of and trading volume. c. What is the 6-month Swiss bill rate? (Round exchange rate to four decimal places and interest rate to three decimal places.) Six-month Swiss bill rate Spot rate, midrate (SF/S) Sibe-month forward rate, midrate (SF/S) Maturity (days) 180 Six-month US dollar treasury rate (yield) 4.000 % Implied SF interest rate 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 1-month forward 3-months forward 6-months forward SF1.2572/$ SF1.2634/$ 10 to 15 14 to 22 20 to 30 The current one-year U.S. T-Bill rate is 4%. 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? MA in the hill 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.) Bid Ask Spread One-month forward (SF/S) 3-months forward (SF/S) 6-months forward (SF/S) b. What do you notice about the spread as quotes evolve from spot toward 6 months? (Select from the drop-down menus) most likely a result of and trading volume. c. What is the 6-month Swiss bill rate? (Round exchange rate to four decimal places and interest rate to three decimal places.) Six-month Swiss bill rate Spot rate, midrate (SF/S) Six-month forward rate, midrate (SF/S) Maturity (days) Six-month U.S. dollar treasury rate (yield) Implied SF interest rate 180 4.000 %