Question: Given the below tables, compute the mark to market value of the contract FX2007 , a 120 day forward contract initiated 30 days ago, which

Given the below tables, compute the mark to market value of the contract FX2007 , a 120 day forward contract initiated 30 days ago, which calls for purchase of CHF 50 million at an all-in rate of CAD 0.9832/CHF a) Calculate the forward valuation rate (b) Compute the Value of the contractMulti Line Text.

Given the below tables, compute the mark to market value of the

CAD Quotes Spot 30 day forward 60 day forward 90 day forward CAD / CHF 0.9517/0.9725 -5.5/-7.5 -11.3/-14.3 -25.4/-24.2 Interest rates 30 day rate 60 day rate 90 day rate 0.30% 0.32% 0.35% CHF 1.25% 1.45% 1.65%

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