Currencies Spot 3month (90 6month (180 9month (270 12 month (360 days) days) days) days) $/ CAD 0.76465 0.76559 0.77475 0.76748 0.76843 $/AU D 0.72390 0.72516 0.72641 0.72766 0.72892 Bank applies 360 daycount convention to all currencies (for this assignment apply 360 days in all calculations). Annual borrowing and investment rates for your company: 3 month rates 6 months rates 9 month rates 12 month rates _________ United 2.687% 2.554% 2.713% 2.580% 2.740% 2.607% 2.766% 2.633% Bank applies 360 daycount convention to all currencies. Explanation e.g. 3 month borrowing rate on $ = 2.687%. This is the annual borrowing rate for 3 months. If you only borrow for 3 months the interest rate is actually 2.687%/4 = 0.67175% (always round to 5 decimals when you do calculations). Furthermore, note that these are the rates at which your company borrows and invests. The rates are not borrowing and investment rates from a bank perspective