Calculate Synthetic long forward and Synthetic short forward contracts: Net Settlement needed (by end 6-month): 102,000,000 Current
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Question:
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:
Expert Answer:
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