Question

Suppose Credit Suisse quotes spot and 90-day forward rates on the Swiss franc of $0.7957–60, 8–13.
a. What are the outright 90-day forward rates that Credit Suisse is quoting?
b. What is the forward discount or premium associated with buying 90-day Swiss francs?
c. Compute the percentage bid-ask spreads on spot and forward Swiss francs.



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  • CreatedJune 27, 2014
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