The following spot and forward rates are in units of thb/fc. The forward spread is quoted in
Question:
The following spot and forward rates are in units of thb/fc. The forward spread is quoted in centimes.
Choose the correct answer.
i. The one-month forward bid/ask quotes for chf are:
a. 27.387-27.942
b. 25.078-24.357
c. 24.113-24.277
d. 24.410-24.610
ii. The three-month forward bid/ask quotes for eur are:
a. 39.526-39.772
b. 36.167-37.992
c. 39.641-40.158
d. 39.397-39.699
iii. The six-month forward bid/ask quotes for jpy are:
a. 38.902-39.273
b. 88.584-91.025
c. 33.686-33.827
d. 33.932-34.095
iv. The twelve-month forward bid/ask quotes for brl are:
a. 18.731-19.352
b. 25.113-27.404
c. 17.305-17.716
d. 18.269-18.391
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Related Book For
International Finance Putting Theory Into Practice
ISBN: 978-0691136677
1st edition
Authors: Piet Sercu
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