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What is the current FX rate The current Swiss Franc 1-year LIBOR is 0.60% (yes a negative rate). The current USD 1-year LIBOR rate is

  1. What is the current FX rate The current Swiss Franc 1-year LIBOR is 0.60% (yes a negative rate). The current USD 1-year LIBOR rate is 0.35%. The current spot exchange rate is 09 SF/$.

As a portfolion manager, what do you expect the %change in the value of the Swiss Franc to be over the coming year?

  1. As a follow-on from Q1, the Swiss Franc has often been regarded (rightly or wrongly) by some as a measure of global economic pessimism. Say you believe this. Based on your answer to Q1, how will you adjust your entire diversified investment portfolio?

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