Data for September 16 Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 0.48 65 Oct 0.90 67 Oct 0.22 - 31,250 British pounds (cents per unit) 152.5 Dec 4.10 155 Oct 3.62 1.50 155 Nov 2.35
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- Review the charts below to calculate the price of the Swiss franc in terms of the Japanese Yen. 130.88 142.75 121.69 JPY BGN Curncy 12/30/2021 - 12/30/2022 BGN Last Px Local CCY 10 3D 1M 6M YTD 1Y 5Y Max Daily ▼ WH ▾ Table Last Price 131.8042 High on 10/20/22 150.15 Average 131.4248 -Low on 01/21/22 113.68 Dec Jan Feb Last Price 0.9233 T High on 11/03/22 1.0133 → Average 0.9546 Low on 01/13/22 0.9111 Jan Suggested Charts 96) Actions ▾ 97) Edit Feb Mar Apr CHF BGN Curncy 4 Suggested Charts 96) Actions 97) Edit 12/30/2021 - 12/30/2022 BGN Last Px 1D 3D 1M 6M YTD 1Y SY Max Daily Mar May Apr Local CCY 14 May Track Annotate News Q, Zoom Mov Avgs Key Events Jun 2022 Jun Jul Mov Avgs Key Events Table Track Annotate News Q Zoom 2022 Aug Jul Aug man Sep + Related Data ▾ Sep Oct + Related Data ▾ Oct Add Data Nov Add Data Nov << Edit Chart Dec Line Chart Dec 150 145 140 135 131.8042 130 125 120 115 Line Chart << Edit Chart 1.02 1.00 0.98 0.96 0.94 0.9233 0.92i will 10 upvotes urgent Assume that Riverside Corp. from the United States will receive 400,000 pounds in 180 days. The following information is available in current and forward markets: 180‑day U.S. interest rate = 8% 180‑day British interest rate = 9% 180‑day forward rate of British pound = $1.50 Spot rate of British pound = $1.48 How much will Riverside Corp. receive in dollars in 180 days fare if it uses a money market hedge for the 400,000 pounds? Please show your steps, thank you!OPTIONS PHILADELPHIA EXCHANGE Calls Puts Vol. Last Vol. Last 50,000 Canadian Dollars-cents per unit. 72 Sep 2 1.05 722 Jul 60 0.13 72½ Sep 73 Jul 50 0.08 73 Sep 73 Sep 75% Sep 18228 1.45 1.75 2.26 3.95 76½ Sep 4.88 In the above quotes on currency options contracts for Canadian Dollars (CAD), each contract has 50,000 CADs. For the buyer of one CAD 76% Sep Put contract, calculate the profit or loss on the expiration date, when the spot price for CD is $0.72 $2,250 -$2,440 -$190 -$2,250
- Please have a look. 4th currency on the table is RMB(Chinese yuan) Closing Mid-point. 1 USD to 6.4628 RMB (Chinese yuan) Bid/Offer Spread 1 USD to 549-680 RMB( Chinese yuan) One Month Rate. 1 USD - 6.4658 RMB (Chinese yuan)6Problem #4: What is the price P today of a $120,000 182-day Canadian T-Bill if its quoted yield is 10.43%? Problem #4: Just Cou Gubrit W Answer correct to 2 decimals.
- 22. The following data are taken from the financial market pages of an Australian newspaper Forward Margins Forward Cortract 1 month 2 month 3 month 6 month I year 2 years З уears Forward Margins (Buy AS/Sell AS) 0/1 1/2 1/3 2/4 0/1 -16/-8 -51/-11 The data under the "Forward Margins" column represent the forward contracts for the US dollar with respect to the Australian dellar (given in points form). (a) Using this data, and the bid-ask for spot USD at 0.7144 to 0.7145, compute the outright bid'ask rates for the following forward contracts: (1) 1 month (ii) 6 month (iii) 2 years (iv) 3 yearsCalculate the price of a $25,000, 91-day Province of British Columbia Treasury bill on its issue date if the current market rate of return is 1.672%. (Do not round intermediate calculations and round your final answer to 2 decimal places.) Price
- Using the spot rate of pounds quoted at $1.624-31, if you would like to convert $10,000 to pounds, and then converting back to dollars, the last dollar value would be ________. A. $8,932.45 B. $9,423.93 C. $9,957.08 D. $8,751.22F3QUESTION 16 Given the folowing spot quotes : EURGBP 0.6850 GBPUSD 1.9920 EURUSD 1.2200 Notation "XYZABC n" means one needs n units of currency ABC to buy one unit of currency XYZ. Do a triangular arbitrage starting with EUR 100,000,000. What is your profit in USD? 19,597,000 USD 14,452,000 USD 8,027,000 USD There is no opportunity for arbitrage
