Question: I just need help finding the implied SF interest rate. Please help me!!!! Thank you in advance. Credit Suisse Geneva. Andreas Broszio just started as
I just need help finding the implied SF interest rate. Please help me!!!! Thank you in advance.
Credit Suisse Geneva. Andreas Broszio just started as an analyst for Credit Suisse in Geneva, Switzerland. He receives the following quotes for Swiss francs against the dollar for spot, 1 month forward, 3 months forward, and 6 months forward Spot exchange rte2574S Bid rate Ask rate 1-month forward 3-months forward 6-months forward SF1.2621/S 10 to 15 14 to 22 20 to 30 The current one-year U.S. T-Bill rate is 4% a. Calculate outright quotes for bid and ask and the number of points spread between each It widens most likely a result of thinner and thinner trading volume. Maturity (days) Six-month U.S. dollar treasury rate (yield) Implied SF interest rate 180 4.000 % Help me %
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