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La spculation sur les marchs de change a) partir de la formule d'excdent de rendement, montrer comment on obtient le point mort pour le taux

La spculation sur les marchs de change a) partir de la formule d'excdent de rendement, montrer comment on obtient le point mort pour le taux de change b) partir de cette formule, calculer le point mort (S*) sachant les informations suivantes: - Taux de change spot (au comptant) = $1.60/; -Investissement de $10000 pour un an; -Intret U.S. = 7.93% p.a.; -Intret GBP = 12.11% p.a.; -Table de la loi normale. c) A quel taux minimal l'investissement est-il rembours? d) partir des informations prcdentes, calculer la probabilit de perdre avec 11.6% d'cart-type de l'apprciation

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