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d Forward Rate Agreements: Fl... ents ons sources W S F2 X H nd #3 E 80 F3 D C Video FX Determination Basics: FIN
d Forward Rate Agreements: Fl... ents ons sources W S F2 X H nd #3 E 80 F3 D C Video FX Determination Basics: FIN 536-01 INTERNATIONA... The agreement rate with the buyer is 4.730%. There are actually 72 days in the three month FRA period and assume 360 days a year. If the settlement rate is 4.298% three months from today, then the FRA is worth $ (Keep two decimal places.) Question 5 Question 6 (mark-to-market) You enter a long position in a future contract with the size of 125,000 today. The futures expire in 90 days. The interest rates are is-4.1% and ie-2.5%. The current spot rate is $1.38/. Assume 360 days a year. If the spot rate is $1.43/ the next day and interest rates remain the same, your profit or loss for this day is $ (Keep the sign and two decimal places.) $ (Call Option Break-Even Spot Rate) Samuel Samosir works for Peregrine Investments in Jakarta, Indonesia. He focuses his time and attention on the U.S. dollar/Singapore dollar ($/S$) cross-rate. The current spot rate is $1.39/S$
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