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I need the Excel spreadsheet calculations. I would love to get this back today but as soon as possible is fine also.

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MSCM 565 : Instructions for \"Carolina Furniture\" case S. Deshpande, PhD Deliverable: For the Germany and Japan currency inflows you have to show which strategy is better for the company (that is, generates more US $): - (Strategy A) use the Forward Market to hedge the foreign currency inflow. (Strategy B) use a Money Market hedge to hedge the foreign currency inflow. In the case of the two Singapore currency inflows, there are no Forward contracts available, so calculate the US $ inflow for each using a Money Market hedge. Show your calculations and answers in an Excel spreadsheet. Guidelines: 1. \"Today\" is mid-August 1991 in the case. 2. Just a quick review - a Money Market hedge requires the following three steps: (2.1) Borrow in the foreign country an amount that is equal to the Present Value of the foreign cash flow expected. Use the foreign Libor % if available to get the PV, if not available then use the Prime rate %. (2.2) Convert the foreign currency amount (the calculated PV amount from (2.1) above), to US $ using the given Spot exchange rates. (2.3) Invest the US $ from (2.2) above in the US at the US Libor %. Calculate the Future Value of the invested amount. Compare the $ FV to what the firm would have received if it had use the Forward market to convert the foreign currency into US $ (use the Forward rates given in Table 1 of the case). IMPORTANT NOTE: In Table 2 of the case, all the interest rates shown are Annual % rates. In both (2.1) and (2.3) above, make sure that when you use an interest rate of X% (for example), that you adjust the interest rate appropriately for the PV and FV calculations to reflect the time period of the transaction. For example, if you are borrowing or investing money for 30 days at an Annual rate of say, 5%, then the appropriate interest rate you should use for the 30 day transaction is (5% / 12 = 0.4167%)