Suppose the spot price of British pounds is $ 1 . 3 5 , and the volatility
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Question:
Suppose the spot price of British pounds is $ and the volatility of the pound is The local riskfree rate is and the pound riskfree rate is
a Using oneyear options, how would you set up a short range forward?
b What strike price would you need for part a Hint: Use Solver in the BlackScholes excel model.
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