New Hampshire Corp A.  New Hampshire Corp. has decided to issue​ three-year bonds in​ Russia, denominated in​ 5,000,000 Russian rubles at par. The bonds have an annual coupon rate of​ 17%. New Hampshire Corp does not expect to have ruble cash flows to repay the​ bonds, so they must convert U.S. dollars to rubles to make interest and principal payments on the bonds. The current spot rate is Rub​ 33.3333/$. Assume relative PPP holds between Russia and the U.S. If inflation in Russia is​ 5% and is​ 1% in the​ U.S., and is expected to remain constant over the​ three-year life of the​ bonds, what is the annual U.S. dollar financing cost of these​ bonds? ​ (HINT: Draw a timeline with the annual Rub cash​ flows, the annual exchange rates and the annual USD cash flows on​ it.)     A. ​10.66%   B. ​12.54%   C. ​14.87%   D. ​19.29%

Essentials Of Investments
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Author:Bodie, Zvi, Kane, Alex, MARCUS, Alan J.
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Chapter1: Investments: Background And Issues
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New Hampshire Corp A.  New Hampshire Corp. has decided to issue​ three-year bonds in​ Russia, denominated in​ 5,000,000 Russian rubles at par. The bonds have an annual coupon rate of​ 17%. New Hampshire Corp does not expect to have ruble cash flows to repay the​ bonds, so they must convert U.S. dollars to rubles to make interest and principal payments on the bonds. The current spot rate is Rub​ 33.3333/$. Assume relative PPP holds between Russia and the U.S. If inflation in Russia is​ 5% and is​ 1% in the​ U.S., and is expected to remain constant over the​ three-year life of the​ bonds, what is the annual U.S. dollar financing cost of these​ bonds? ​ (HINT: Draw a timeline with the annual Rub cash​ flows, the annual exchange rates and the annual USD cash flows on​ it.)
 
 
A.
​10.66%
 
B.
​12.54%
 
C.
​14.87%
 
D.
​19.29%

 

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