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Question 2: Using data from 1(a) above. Calculate the following cross-exchange rates (provide the calculations for each of these rates to receive full credit): EUR/GBP;

Question 2: Using data from 1(a) above. Calculate the following cross-exchange rates (provide the calculations for each of these rates to receive full credit): EUR/GBP; CHF/AUD; JPY/NZD; ZAR/INR; CNY/CAD

1(a)

Security Bid Ask
USDEUR 0.9066 0.9071
USDEUR01M -21.12 -20.99
USDEUR02M -42.98 -42.79
EURUSD 1.1027 1.1027
GBPUSD 1.2325 1.2326
USDGBP 0.8113 0.8114
USDCHF 0.9911 0.9913
CHFUSD 1.0087 1.0091
AUDUSD 0.6882 0.6882
USDAUD 1.4528 1.4532
USDJPY 107.85 107.86
JPYUSD 0.0093 0.0093
USDNZD 1.5541 1.5551
NZDUSD 0.6432 0.6433
USDZAR 14.6293 14.6323
ZARUSD 0.0678 0.0688
USDINR 71.315 71.357
INRUSD 0.014 0.014
USDCNY 7.0845 7.0855
CNYUSD 0.141 0.1411
CADUSD 0.758 0.7583
USDCAD 1.319 1.3191

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