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Please show excel formula Six-month Futures contracts, Australian Dollars Contract Size $100,000 Transaction Costs (per $100,000) $25.00 5 U.S. Risk-Free Rate (Annualized) 0.02000 5 Australian

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Please show excel formula

Six-month Futures contracts, Australian Dollars Contract Size $100,000 Transaction Costs (per $100,000) $25.00 5 U.S. Risk-Free Rate (Annualized) 0.02000 5 Australian Risk Free Rate (Annualized) 0.05250 Spot Exchange Rate 0.73000 3 Actual Forward Rate 0.71850 Length of time (Months) G 0 Months per Year 12 1 2 Arbitrage Opportunity 2 Yes 4 No 5 6 Required: 7 Using the data above and below, please find the parity forward rate. 9 (Use cells A3 to B14 from the given information to complete this question.) 0 1 Parity Forward Rate Interest Rate 2 3 Solve for end of period arbitrage cash flows given the mispricing of the forward interest rate. Given the transaction casts, is 4 there an arbitrage opportunity (Yes or No) 5 6 Arbitrage Cash-Flows at End of Period Arbitrage Opportunity? 7 Six-month Futures contracts, Australian Dollars Contract Size $100,000 Transaction Costs (per $100,000) $25.00 5 U.S. Risk-Free Rate (Annualized) 0.02000 5 Australian Risk Free Rate (Annualized) 0.05250 Spot Exchange Rate 0.73000 3 Actual Forward Rate 0.71850 Length of time (Months) G 0 Months per Year 12 1 2 Arbitrage Opportunity 2 Yes 4 No 5 6 Required: 7 Using the data above and below, please find the parity forward rate. 9 (Use cells A3 to B14 from the given information to complete this question.) 0 1 Parity Forward Rate Interest Rate 2 3 Solve for end of period arbitrage cash flows given the mispricing of the forward interest rate. Given the transaction casts, is 4 there an arbitrage opportunity (Yes or No) 5 6 Arbitrage Cash-Flows at End of Period Arbitrage Opportunity? 7

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