What would be the FX breakeven Euro/USD rate of an USD denominated 4-year bond, purchased at 10%
Fantastic news! We've Found the answer you've been seeking!
Question:
- What would be the FX breakeven Euro/USD rate of an USD denominated 4-year bond, purchased at 10% discount, held to maturity, paying a 3% coupon annually if purchased by a European investor. Spot EUUSD1.1200. Volatility of the EURUSD is 11% and the risk free rate of the USD and EUR are respectively 1% and -0,1%
Related Book For
Posted Date: