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Do #1 again because I am not sure. Thanks 1. (10 points) Assume that Citibank quotes $1.3201-54/E in New York and simultaneously Barclays bank quot
Do #1 again because I am not sure. Thanks
1. (10 points) Assume that Citibank quotes $1.3201-54/E in New York and simultaneously Barclays bank quot 80.7551-61/S in London. What is the rate of return if you start with SI million? 0755/-GI : 0-5 565 2. (10 points) What is a triangular arbitrage profit give below rates if you start with I million Swiss francs? #92. 1 825-3 746/S SFr1.0291-379/S y90.0517-89/SFr 3. (10 points) Use financial hedge for a 65 million Brazilian Real purchase to be settled in 90 days if spot BR 1.6250-1.6300/S and interest rates are 3.7-3.8% in Brazil and 6-6.125% in US. 1. (10 points) Assume that Citibank quotes $1.3201-54/E in New York and simultaneously Barclays bank quot 80.7551-61/S in London. What is the rate of return if you start with SI million? 0755/-GI : 0-5 565 2. (10 points) What is a triangular arbitrage profit give below rates if you start with I million Swiss francs? #92. 1 825-3 746/S SFr1.0291-379/S y90.0517-89/SFr 3. (10 points) Use financial hedge for a 65 million Brazilian Real purchase to be settled in 90 days if spot BR 1.6250-1.6300/S and interest rates are 3.7-3.8% in Brazil and 6-6.125% in USStep by Step Solution
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