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- Given the conditions cited above, what transfer price would be used according to the transfer price formula? A. P28B. P30C. P42D. P45Compute the profit from triangular profit ir the bid and ask rate for pound and US$ are 0.70 pound/US$, 0.73 pound/US$ and US$ and Euro are 0.9 Euro/US$ and 0.94 Euro/US$ and for pound and Euro are 0.64 pound/Euro and 0.68 pound/Euro. Compute the triangular Arbitrage profit if the motional sum is $1000. The steps to be followed by euros, then buy pound and then buy US$. A. -$32.35 B. -$73.53 C. $72.19 D. $9.12Suppose that we can describe the world using two states and that two assets are available, asset K an asset L. We assume the asset’s future prices have the following distribution State Future Price Asset K Future Price Asset L 1 $55 $60 2 $45 $30 The current price of asset K is $50, and the current price of asset L is $50. 1. What are the values of the unit claims (C1 and C2 )?
- Using the table above, what is the bid price of euro in terms of pounds (Bid cross rate of £/€ )?The €/$ spot exchange rate is $1.50/€ and the 90-day forward premium is 10 percent. Find the 90-day forward price. Multiple Choice $1.65/€ $1.5375/€ $1.9125/€ none of the options.Suppose S(NZD/USD) = 1.5000 and S(MYR/USD) = 4.4000. What is the cross rate S(MYR/NZD)? Choose the closest answer to your own calculations. a. 2.9333 b. 0.3409 c. 6.6000 d. 0.1515
- Could the company benefit by changing the transfer price to 120?Fair value is determined as: Select one: a. The current entry price. b. The current exit price. c. A future exit price. d. A future entry price.find a formula for the price of European call option. if R=0 and S=(0)=X=1. Compute the price for U=0.01 and D=-0.19
- The following graph shows the contingency graph for purchasers of euro put options, with a premium of $0.06 and an exercise price of $1.38. NET PROFIT PER UNIT (Dollars per unit) 0.07 0.06 0.05 0.04 0.03 0.02 0.01 0 -0.01 -0.02 -0.03 -0.04 -0.05 -0.06 OD ← 1.3, 0 -0.07 + 1.22 1.24 1.26 1.28 1.30 1.32 1.34 1.36 1.38 1.40 FUTURE SPOT RATE (Dollars per euro) ? According to the graph, if the spot rate turns out to be $1.26, and the option is exercised, the buyer will According to the graph, break-even price is $0.04 $0.06 $0.01 $0.03 per unit.I need help calculating predetermined OH rate for this in the answer of dollars next to DLHQ5: Current spot rates are as follows: USD/CHF 1.5384/89 USD/SGD 2.3895/05 EUR/USD 0.9678/83 AUD/USD 0.5438/43 What is the two-way price for CHF/SGD? On which side of this price would the customer sell SGD? What is the two-way price for EUR/AUD? On which side of this price would the customer buy EUR? What is the two-way price for EUR/CHF? On which side of this price would the customer buy CHF? What is the two-way price for CHF/AUD? On which side of this price would the customer sell CHF?