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Note that the interest rate differentials vary slightly from the forward discounts on the yen because of time differences for the quotes. The spot 117.709/5,

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Note that the interest rate differentials vary slightly from the forward discounts on the yen because of time differences for the quotes. The spot 117.709/5, for example, is a midpoint range. On April 11, the spot yen traded in London from V118.516/5 to 116.902/5. Krystal's Japanese competitors are currently borrowing yon from Japanese banks of a spread of two percentage points above the Japanese money rate. Krystal's weighted average cost of capital is 16.5%, and the company wishes to protect the dollar value of this receivable 3-month options are available from Kyushu Bank call option on V24,000,000 at exercise price of $117.000/8 a 1.6% premium or a put option on 124,000,000, at exercise price of 117.0005 3.4% premium a. What are the costs and benefits of alternative hedges? Which would you recommend, and why? b. What is the break-even reinvestment rate when comparing forward and money market alternatives? a. How much in US dollars wil Krystal receive in 3 months without a hedge of the expected spot rate in 3 months is assumed to be 117.70937 $ (Round to the nearest cont.) Note that the interest rate differentials vary slightly from the forward discounts on the yen because of time differences for the quotes. The spot 117.709/5, for example, is a midpoint range. On April 11, the spot yen traded in London from V118.516/5 to 116.902/5. Krystal's Japanese competitors are currently borrowing yon from Japanese banks of a spread of two percentage points above the Japanese money rate. Krystal's weighted average cost of capital is 16.5%, and the company wishes to protect the dollar value of this receivable 3-month options are available from Kyushu Bank call option on V24,000,000 at exercise price of $117.000/8 a 1.6% premium or a put option on 124,000,000, at exercise price of 117.0005 3.4% premium a. What are the costs and benefits of alternative hedges? Which would you recommend, and why? b. What is the break-even reinvestment rate when comparing forward and money market alternatives? a. How much in US dollars wil Krystal receive in 3 months without a hedge of the expected spot rate in 3 months is assumed to be 117.70937 $ (Round to the nearest cont.)

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