Question: calculate problem B. figure out months 2, 3, 6, 12, 24. thanks Japanese Yen Forward. Use the following spot and forward bid-ask rates foe the
calculate problem B. figure out months 2, 3, 6, 12, 24. thanks
Japanese Yen Forward. Use the following spot and forward bid-ask rates foe the Japanese yen/U.S. dollar (W/\$) exchange rate from September 16, 2010, to answer th a. What is the mid-rate for each maturity? b. What is the annual forward premium for all maturities? c. Which maturites have the smalest and largest forward premiums? b. What is the annual forward premum on the yen for all maturites? (Assume that the U.S. dotar is the home currency) Calculate the arnual lorward premium for al maturties below. Use the Mid-Rate values compuled in part a. (Round to theee decimal places)
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