Given: s = 1.1307 -1.1412 f 90 = 1.2020 - 1.2141 r f = .0664 - .0671 r h = .0435 - .0450 If you
Given:
s = 1.1307 -1.1412
f 90 = 1.2020 - 1.2141
r f = .0664 - .0671
r h = .0435 - .0450
If you have a 35 million payable due in 90 days, would you prefer to hedge in the forward market or in the money market? (Please show details in your answer)
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Authors: Robert W. Kolb
2nd Edition
1878975536, 978-1878975539
