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You are a US based imponer of bicycles and just bought competition-style bicycles for 6103,000 from Italy. You owe e103,000 to the ftalian supplier in

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You are a US based imponer of bicycles and just bought competition-style bicycles for 6103,000 from Italy. You owe e103,000 to the ftalian supplier in one year. You are concerned about the amount of dollars you will have to pay for this purchase in one year. Suppose - Spot exchange rate is $1.65 per euro - Forward exchange rate is $1.40 per euro - US interest rate is 315% per annum - Interest rate in Europe is 4.15% per annum Call option with strike price of $145 per euro is avalable with premium of $0.25 per euro. Put option with strike price of 51.45 per euto is avaltobte with premium of 5035 per euro Required: a-1. Unhedped position Suppose you decide not to do anything in one year, the spot rate happens to be $165 per euro. What will be the total dollar cost of this purchase then? a-2. What will be the total dollar cost if the spot rote happens to be $1.45 per euro in one year? 6-3. What will be the total dollar cost if the spot rate happens to be $155 per euro in one year? n-4. Are you subject to exchange rate risk in this case? b-1. Forward market hedge. How can you lock in the exact dollar cost of this purchase by using forward contrects? Should you agree to buy or tell 6103,000 forward in one year's time? b-2. What will be the total dollar cost of this purchase with the forward hedge? b-3. Are you subject to exchange rate risk in this case? c-1. Money market hedge How can you hedge using money market hedge? Where should you bdrrow and how much? c-2. What will be the total dollor cost of this purchase with money morket hedge? c-3. Are you subject to exchange rate risk in this case? d-1. Option market hedge: How can you hedge using options? Should you purchase put or call options on euros? d.2. What is the total premium today? d.3. When will you exercise your options and what will be the total dollar cost if you exercise? d-4. And when will you not exercise your options and what will be the total dollar cost then? e-1. Comparing hedging methods: What are the break-even exchange rates between hedging methods? e-2. When do you prefer which hedging method? Complete this question by entering your answers in the tabs below

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