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Kamada: UIA Japan (B). Takeshi Kamada, Credit Suisse (Tokyo), observes that the $ spot rate has been holding steady, and that both dollar and yen

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Kamada: UIA Japan (B). Takeshi Kamada, Credit Suisse (Tokyo), observes that the $ spot rate has been holding steady, and that both dollar and yen interest rates have remained relatively fixed over the past week. Takeshi wonders if he should try an uncovered interest arbitrage (UIA) and thereby save the cost of forward cover. Many of Takeshi's research associatesand their computer modelsare predicting the spot rate to remain close to $118.00/$ for the coming 180 days. Using the data below, analyze the UIA potential. Arbitrage funds available $ 5,050,000 Spot rate (/S) 118.59 180-day forward rate (W/$) 117.83 Expected spot rate in 180 days (W/$) 118.00 U.S. dollar annual interest rate 4.802 % The UIA profit potential is %, which tells Takeshi Kamada that he should borrow dollar and invest in the lower yielding currency, the Japanese yen to potentially gain on an uncovered basis (UIA). (Round to three decimal places and select from the drop-down menus.) Kamada: UIA Japan (B). Takeshi Kamada, Credit Suisse (Tokyo), observes that the $ spot rate has been holding steady, and that both dollar and yen interest rates have remained relatively fixed over the past week. Takeshi wonders if he should try an uncovered interest arbitrage (UIA) and thereby save the cost of forward cover. Many of Takeshi's research associatesand their computer modelsare predicting the spot rate to remain close to $118.00/$ for the coming 180 days. Using the data below, analyze the UIA potential. Arbitrage funds available $ 5,050,000 Spot rate (/S) 118.59 180-day forward rate (W/$) 117.83 Expected spot rate in 180 days (W/$) 118.00 U.S. dollar annual interest rate 4.802 % The UIA profit potential is %, which tells Takeshi Kamada that he should borrow dollar and invest in the lower yielding currency, the Japanese yen to potentially gain on an uncovered basis (UIA). (Round to three decimal places and select from the drop-down menus.)

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