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Rio Tinto Group in Austratta has purchased a mining site from Alcoa Corpovation in the U.5 for a psyment of USD 500 million pavable in

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Rio Tinto Group in Austratta has purchased a mining site from Alcoa Corpovation in the U.5 for a psyment of USD 500 million pavable in b-month' time. The televant market data are as below: a) Explain what a money market hedge is and how it is constructed. (4 Marics) b) Assume that you are the CFO of Rio Tinto and the company board is interested in the money market hedge. During the meeting with board members, one of the board members argues that money market hedge can be used to hedge a firm's transaction exposure and transiation exposure to exchange rate risk, is the boand member's statement true or false? Why? (4 Marks) c) You, as the CFO, are asked to present a foreign exchange risk hedging proposal for the company. Outline a strategy whereby the moriey markets in the two countries are used to hedge the USD 500 million exposure to exchange rate ribk. What is the AUD amount Rio Tinto needs to pay in six months' time? What is the implicit forward exchange rate fin AUD/USD) for the transaction? (S Marks) Rio Tinto Group in Austratta has purchased a mining site from Alcoa Corpovation in the U.5 for a psyment of USD 500 million pavable in b-month' time. The televant market data are as below: a) Explain what a money market hedge is and how it is constructed. (4 Marics) b) Assume that you are the CFO of Rio Tinto and the company board is interested in the money market hedge. During the meeting with board members, one of the board members argues that money market hedge can be used to hedge a firm's transaction exposure and transiation exposure to exchange rate risk, is the boand member's statement true or false? Why? (4 Marks) c) You, as the CFO, are asked to present a foreign exchange risk hedging proposal for the company. Outline a strategy whereby the moriey markets in the two countries are used to hedge the USD 500 million exposure to exchange rate ribk. What is the AUD amount Rio Tinto needs to pay in six months' time? What is the implicit forward exchange rate fin AUD/USD) for the transaction? (S Marks)

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