Question
If you can borrow $1,000,000, determine if there is an arbitrage opportunity. If any arbitrage opportunity exists, what is the final net CF to you
If you can borrow $1,000,000, determine if there is an arbitrage opportunity. If any arbitrage opportunity exists, what is the final net CF to you assuming you conduct a covered interest parity strategy to exploit any arbitrage opportunity? You have to following information:
Spot exchange rate = $1.0500/. IUSD: 3% per annum U.S. IEUR: 5% per annum in Euro zone F1-yr: $1.0300/
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Day Trading Cardinal Rules For Passive Income
Authors: Brian Stclair
1st Edition
1539480313, 978-1539480310
