An investor wishes to buy euros spot (at $0.9080) and sell euros forward for 180 days (at

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An investor wishes to buy euros spot (at $0.9080) and sell euros forward for 180 days (at $0.9146).

a. What is the swap rate on euros?

b. What is the forward premium or discount on 180-day euros?

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Managerial Decision Modeling With Spreadsheets

ISBN: 9780136115830

3rd Edition

Authors: Nagraj Balakrishnan, Barry Render, Jr. Ralph M. Stair

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Question Posted: May 20, 2013 06:52 AM

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An investor wishes to buy euros spot (at $0.9080) and sell euros forward for 180 days (at

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a Computation of Swap rate on euros Swap rate on euros Forward rate Spot rate W...View the full answer

Managerial Decision Modeling With Spreadsheets

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