Exercise

GBP$1=$USD$1\mathrm{.}6683-1\mathrm{.}6695,$ CAD$1=$USD$0\mathrm{.}9016-0\mathrm{.}9020$

$GBP1=$CAD $?$

$1=$$$1\mathrm{.}3727-1\mathrm{.}3740,$$$1=A$$$1\mathrm{.}1131-1\mathrm{.}1150$

$1=AS?$

spot exchange rate: $1=$$$1\mathrm{.}4275-1\mathrm{.}4300$

forward margin for $3$ months: $,30,50$

What about forward exchange rate for $3$ months?

spot exchange rate: $1=$$$1\mathrm{.}2684$

If euro will depreciate after $3$ months, and the percent per annum of discount is $3\mathrm{.}4\%.$ What about forward exchange rate for $3$ months?

$5.$ spot exchange rate $$1=HKD7\mathrm{.}7580-7\mathrm{.}7598$

forward margin for $3$ months: $,10,30$

spot exchange rate $$1=A$$$1\mathrm{.}2672-1\mathrm{.}2689$

forward margin for $3$ months: $,30,50$

what about the forward exchange rate of $A\frac{S}{H}KD$ for $3$ months?

$6.$ London: $1=$$$\frac{1\mathrm{.}3530}{50},$ New York: $1=$$$\frac{1\mathrm{.}3570}{90}.$

Without considering other factors, if an arbitrager with $$1$ million deal arbitrage in the above two markets, how much margin will he make?

$7.$ Paris: $1=$$$\frac{1\mathrm{.}1515}{45}$

New York: $1=$$$\frac{1\mathrm{.}5020}{50}$

London: $1=\frac{1\mathrm{.}3420}{70}$

Without considering other factors, how can an arbitrager using $2$ million to deal arbitrage in the above three markets? And how much margin will he make?

$8.$ spot exchange rate: $$1=HKD7\mathrm{.}2665-7\mathrm{.}2690$

forward margin for $6$ months: $20,35$

$rs=5\%,rHKD=10\%$

How can an interest arbitrager using HKD$1$ million to deal covered interest arbitrage?

$9.$ Paris: spot exchange rate: $\frac{}{S}=\frac{1\mathrm{.}2940}{50},$ forward margin for $3$ months: $\frac{20}{35}.$ Chinese company exports to EU$,$ if EU importer pays at sight, the offer price is $100.$ But the EU importer requires to quote in $$,$ and pay to exporter $3$ months after shipment. What about export's offer price in $ $?$