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Please don't copy and paste previous experts answers ! please be precise ! Don't make re post this question again and again and waste my
Please don't copy and paste previous experts answers !
please be precise ! Don't make re post this question again and again and waste my points ! I know how to calculate the outright quotes and how to calculate the spread !
I want the premium and the discount ( precisely ) and the notice about the spread from spot rears toward six
4. Andreas Broszio just started as an analyst for Credit Suisse in Zurich, Switzerland. He receives the following quotes for Swiss francs against the dollar for spot, one-month forward, 3-months forward, and 6-months forward Spot exchange rate Bid rate SF 1.2575/$ SF 1.2585/S Ask rate One-month forward 10 to 15 3-months forward 14 to 22 6-months forwad 30 to 20 b. Compute premium/discount on the Swiss franc for each maturity using the average spot and the average forward rate. c. What do you notice about the spread as quotes evolve from spot toward six months? 4. Andreas Broszio just started as an analyst for Credit Suisse in Zurich, Switzerland. He receives the following quotes for Swiss francs against the dollar for spot, one-month forward, 3-months forward, and 6-months forward Spot exchange rate Bid rate SF 1.2575/$ SF 1.2585/S Ask rate One-month forward 10 to 15 3-months forward 14 to 22 6-months forwad 30 to 20 b. Compute premium/discount on the Swiss franc for each maturity using the average spot and the average forward rate. c. What do you notice about the spread as quotes evolve from spot toward six months
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