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Please help showing how to get the numbers circled red. 5) Calculate the annual forward premium for the foreign currency using the following time intervals:
Please help showing how to get the numbers circled red.
5) Calculate the annual forward premium for the foreign currency using the following time intervals: 1 week, 2 weeks, 1 month, 2 months 3 months and 6 months. Identify the direction for the foreign currency and compare to the average forecast reported above | ||||||||
Days | F | annualized F/S-1 | annualizedS/F -1 | |||||
USDJPY SW FWD | -2.72 | -2.48 | -2.6 | 7 | 111.32 | -1.20% | 1.20% | |
USDJPY 2W FWD | -5.35 | -5.15 | -5.25 | 14 | 111.30 | -1.21% | 1.21% | |
USDJPY 1M FWD | -13.2 | -12.6 | -12.9 | 30 | 111.22 | -1.39% | 1.39% | |
USDJPY 2M FWD | -31.45 | -30.8 | -31.125 | 60 | 111.04 | -1.68% | 1.68% | |
USDJPY 3M FWD | -46.22 | -45.12 | -45.67 | 90 | 110.89 | -1.64% | 1.65% | |
USDJPY 6M FWD | -96.2 | -95 | -95.6 | 180 | 110.39 | -1.72% | 1.73% | |
USD/JPY | 111.34 | 111.36 | 111.35 |
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