PLEASE SHOW WORK

PLEASE SHOW WORK

1. Using the American term quotes from Exhibit 5.4 Q , calculate a cross-rate matrix for the euro, Swiss franc, Japanese yen, and British pound so that the resulting triangular matrix is similar to the portion above the diagonal in Exhibit 5.6 Q. EXHIBIT 5.4 Exchange Rates Currencies May 16, 2016 U.S.-dollar foreign-exchange rates in late New York trading Mon Country/currency in US$ Per US$ Americas Argentina peso .0708 14.134 Brazil real .2856 3.5014 Canada dollar .7755 1.2895 Chile peso .001440 694.28 Colombia peso .000330 3028.50 Ecuador US dollar 1 Mexico peso .0546 18.306 Peru new sol .3003 3.330 Uruguay peso .03242 30.8450 Venezuela b. fuerte 100125 9.9875 Asia-Pacific Australian dollar .7289 1.3720 1-mos forward 7280 1.3737 3-mos forward .7264 1.3767 6-mos forward .7242 1.3809 China yuan .1534 6.5205 Hong Kong dollar .1288 7.7637 India rupee .01497 66.805 Indonesia rupiah .0000751 13310 Japan yen .009172 109.03 1-mos forward .009179 108.94 3-mos forward .009198 108.72 6-mos forward .009230 108.34 Malaysia ringgit .2483 4.0273 New Zealand dollar .6759 1.4795 Pakistan rupee .00956 104.60 Philippines peso .0215 46.450 Singapore dollar .7302 1.3695 South Korea won .0008477 1179.66 Taiwan dollar .03064 32.642 Thailand baht .02832 35.420 Vietnam dong .00004500 22220 Europe Czech Rep. koruna .04186 23.889 Denmark krone .1520 6.5795 Euro area euro 1.1321 .8833 1-mos forward 1.1331 .8825 3-mos forward 1.1353 .8808 6-mos forward 1.1389 .8780 Hungary forint .003593 278.30 Norway Krone .1224 8.1732 Poland zloty .2570 3.8915 Russia ruble .01527 65.482 Sweden krona .1211 8.2610 Switzerland franc 1.0229 .9776 1-mos forward 1.0242 .9764 3-mos forward 1.0270 .9737 6-mos forward 1.0318 .9692 Turkey lira .3371 2.9667 UK pound 1.4402 .6944 1-mos forward 1.4403 .6943 3-mos forward 1.4407 . 6941 6-mos forward 1.4416 .6937 Middle East/Africa Bahrain dinar 2.6523 .3770 Egypt pound .1133 8.8298 Israel shekel 2617 3.8210 Jordan dinar 1.4097 .7094 Kuwait dinar 3.3141 .3017 Lebanon pound .0006636 1507.00 Saudi Arabia riyal .2666 3.7503 South Africa rand 0650 15.3900 UAE dirham .2723 3.6729 EXHIBIT 5.6 Key Cross-Currency Rates USD EUR JPY GBP CHF CAD AUD NZD HKD NOK SEK Sweden - Norway 8.2619 9.3525 8.1675 9.2456 7.7638 8.7886 1.4728 1.6672 07577 11.898 8.4503 6.4070 6.0221 5.6098 1.0642 07491 11.762 8.3538 6.3338 5.9533 5.5457 1.0520 07121 11.181 7.9409 6.0208 5.6590 5.2716 - .01351 2.1209 1.5063 1.1421 1.0735 - 18969 1.0116 - 95097 18032 Hong Kong 98857 93971 17826 New Zealand Australia 1.3719 1.5530 .01258 1.9757 1.4032 1.0639 .93154 17671 16797 16606 Canada 1.2895 97770 1.4597 .01183 1.8570 1.1068 .00897 1.4080 1.3189 - - 75820 93992 71265 87557 66386 16609 12.593 15788 11.971 15608 11.834 Switzerland UK .69440 78606 .00637 - .71023 71023 :3 53850 50615 47150 .08944 08502 .08405 Japan 109.03 123.42 - 157.01 111.52 84.552 79.472 74.031 14.043 13.349 13.197 Euro - .00810 1.2722 90354 .68506 .64390 .59982 11378 10816 10692 .88339 - U.S. 1.1320 .00917 1.4401 1.0228 7754972890 67900 12880 12244 12104 1. Using the American term quotes from Exhibit 5.4 Q , calculate a cross-rate matrix for the euro, Swiss franc, Japanese yen, and British pound so that the resulting triangular matrix is similar to the portion above the diagonal in Exhibit 5.6 Q. EXHIBIT 5.4 Exchange Rates Currencies May 16, 2016 U.S.-dollar foreign-exchange rates in late New York trading Mon Country/currency in US$ Per US$ Americas Argentina peso .0708 14.134 Brazil real .2856 3.5014 Canada dollar .7755 1.2895 Chile peso .001440 694.28 Colombia peso .000330 3028.50 Ecuador US dollar 1 Mexico peso .0546 18.306 Peru new sol .3003 3.330 Uruguay peso .03242 30.8450 Venezuela b. fuerte 100125 9.9875 Asia-Pacific Australian dollar .7289 1.3720 1-mos forward 7280 1.3737 3-mos forward .7264 1.3767 6-mos forward .7242 1.3809 China yuan .1534 6.5205 Hong Kong dollar .1288 7.7637 India rupee .01497 66.805 Indonesia rupiah .0000751 13310 Japan yen .009172 109.03 1-mos forward .009179 108.94 3-mos forward .009198 108.72 6-mos forward .009230 108.34 Malaysia ringgit .2483 4.0273 New Zealand dollar .6759 1.4795 Pakistan rupee .00956 104.60 Philippines peso .0215 46.450 Singapore dollar .7302 1.3695 South Korea won .0008477 1179.66 Taiwan dollar .03064 32.642 Thailand baht .02832 35.420 Vietnam dong .00004500 22220 Europe Czech Rep. koruna .04186 23.889 Denmark krone .1520 6.5795 Euro area euro 1.1321 .8833 1-mos forward 1.1331 .8825 3-mos forward 1.1353 .8808 6-mos forward 1.1389 .8780 Hungary forint .003593 278.30 Norway Krone .1224 8.1732 Poland zloty .2570 3.8915 Russia ruble .01527 65.482 Sweden krona .1211 8.2610 Switzerland franc 1.0229 .9776 1-mos forward 1.0242 .9764 3-mos forward 1.0270 .9737 6-mos forward 1.0318 .9692 Turkey lira .3371 2.9667 UK pound 1.4402 .6944 1-mos forward 1.4403 .6943 3-mos forward 1.4407 . 6941 6-mos forward 1.4416 .6937 Middle East/Africa Bahrain dinar 2.6523 .3770 Egypt pound .1133 8.8298 Israel shekel 2617 3.8210 Jordan dinar 1.4097 .7094 Kuwait dinar 3.3141 .3017 Lebanon pound .0006636 1507.00 Saudi Arabia riyal .2666 3.7503 South Africa rand 0650 15.3900 UAE dirham .2723 3.6729 EXHIBIT 5.6 Key Cross-Currency Rates USD EUR JPY GBP CHF CAD AUD NZD HKD NOK SEK Sweden - Norway 8.2619 9.3525 8.1675 9.2456 7.7638 8.7886 1.4728 1.6672 07577 11.898 8.4503 6.4070 6.0221 5.6098 1.0642 07491 11.762 8.3538 6.3338 5.9533 5.5457 1.0520 07121 11.181 7.9409 6.0208 5.6590 5.2716 - .01351 2.1209 1.5063 1.1421 1.0735 - 18969 1.0116 - 95097 18032 Hong Kong 98857 93971 17826 New Zealand Australia 1.3719 1.5530 .01258 1.9757 1.4032 1.0639 .93154 17671 16797 16606 Canada 1.2895 97770 1.4597 .01183 1.8570 1.1068 .00897 1.4080 1.3189 - - 75820 93992 71265 87557 66386 16609 12.593 15788 11.971 15608 11.834 Switzerland UK .69440 78606 .00637 - .71023 71023 :3 53850 50615 47150 .08944 08502 .08405 Japan 109.03 123.42 - 157.01 111.52 84.552 79.472 74.031 14.043 13.349 13.197 Euro - .00810 1.2722 90354 .68506 .64390 .59982 11378 10816 10692 .88339 - U.S. 1.1320 .00917 1.4401 1.0228 7754972890 67900 12880 12244 12104