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will hedge your exchange rate risk. Have an estimate of how many contracts of what type and maturity. begin{tabular}{clcccc} & & U.S. $ equiv. &
will hedge your exchange rate risk. Have an estimate of how many contracts of what type and maturity. \begin{tabular}{clcccc} & & U.S. $ equiv. & Currency per U.S. \$ \\ Contract Size & Country & Tuesday & Monday & Tuesday & Monday \\ 10,000 & Britain (pound) & $1.9600 & $1.9400 & 0.5102 & 0.5155 \\ & 1 month forward & $1.9700 & $1.9500 & 0.5076 & 0.5128 \\ & 3 months forward & $1.9800 & $1.9600 & 0.5051 & 0.5102 \\ & 6 months forward & $1.9900 & $1.9700 & 0.5025 & 0.5076 \\ & 12 months forward & $2.0000 & $1.9800 & 0.5000 & 0.5051 \\ 10,000 & Euro & $1.5600 & $1.5400 & 0.6410 & 0.6494 \\ & 1 month forward & $1.5700 & $1.5500 & 0.6369 & 0.6452 \\ & 3 months forward & $1.5800 & $1.5600 & 0.6329 & 0.6410 \\ & 6 months forward & $1.5900 & $1.5700 & 0.6289 & 0.6369 \\ & 12 months forward & $1.6000 & $1.5800 & 0.6250 & 0.6329 \\ & Swiss franc & $0.9200 & $0.9000 & SFr.1.0870 & SFr.1.1111 \\ & 1 month forward & $0.9400 & $0.9200 & SFr.1.0638 & SFr.1.0870 \\ & 3 months forward & $0.9600 & $0.9400 & SFr.1.0417 & SFr.1.0638 \\ & 6 months forward & $0.9800 & $0.9600 & SFr.1.0204 & SFr.1.0417 \\ & 12 months forward & $1.0000 & $0.9800 & SFr.1.0000 & SFr.1.0204 \\ \hline \end{tabular} Multiple Choice Go long 100 12-month Swiss franc futures contracts; and short 50 12-month pound futures contracts. Go short 100 12-month Swiss franc futures contracts; and short 5012 -month pound futures contracts. none of the options Go short 100 12-month Swiss franc futures contracts; and long 5012 -month pound futures contracts. Go long 100 12-month Swiss franc futures contracts; and long 50 12-month pound futures contracts
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