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Calculate Synthetic long forward and Synthetic short forward contracts: Net Settlement needed (by end 6-month): 102,000,000 Current Spot rate: $1.10 6-month Forward: $1.18 WACC: 8%

Calculate Synthetic long forward

and Synthetic short forward contracts:

Net Settlement needed (by end 6-month): 102,000,000

Current Spot rate: $1.10

6-month Forward: $1.18

WACC: 8%

Call Option, Strike Price: $1.19

Call Option, Premium: 1.2%

Put Option, Strike Price: $1.20

Put Option, Strike Premium:

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