Question
Exercise 2: a) Calculate the EUR/USD forward rate, 6 month Spot rate 1.2950 EUR interest rate 1.75% p.a.: , USD interest rate 2.15% p.a. Interest
Exercise 2: a) Calculate the EUR/USD forward rate, 6 month Spot rate 1.2950 EUR interest rate 1.75% p.a.: , USD interest rate 2.15% p.a. Interest method: 30/360 b) Which currency is trading at a discount?
Exercise 3: a) Calculate the EUR/JPY forward rate, 3 month Spot rate 137.25 EUR interest rate 1.65% p.a.:, JPY interest rate 0.15% p.a. Interest method: 30/360 b) Which currency is trading at a discount?
Exercise 4: a) Calculate the USD/JPY forward rate, 9 month Spot rate 115.25 USD interest rate 5.6% p.a.: JPY interest rate 0.5% p.a. Interest method: 30/360, quarterly compounding, fixed for 9 months. b) Which currency is trading at a premium?
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Cases In Healthcare Finance
Authors: Louis C. Gapenski
2nd Edition
1567932002, 978-1567932003
