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Trading Strategies Instructions: Obtain the spot exchange rate between euro and U.S. dollar, the Dec. 2021 futures price, and the Dec. 2021 option premiums for
Trading Strategies
Instructions:
- Obtain the spot exchange rate between euro and U.S. dollar, the Dec. 2021 futures price, and the Dec. 2021 option premiums for both put and call on the exchange rate between euro and U.S. dollar. Please provide sources and contract size for futures and options.
- Whats your expected spot exchange rate between euro and U.S. dollar in Dec. 2021?
- According to your expectation, please develop trading strategies to generate profit in the spot, futures, and options markets. Assume you have $1,000,000 available to speculate in those markets, please show the potential profit in each market.
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