Question: Please submit your numerical case with a rectangular arbitrage with the updated foreign exchange rate data across TWO major currencies. You must indicate the time
Please submit your numerical case with a rectangular arbitrage with the updated foreign exchange rate data across TWO major currencies.
You must indicate the time and date of the data. That is, a Covered Interest Arbitrage with the Forward exchange rate. Please use the libor interest rates for arbitrage.
USE BELOW EXAMPLE! I WILL RATE

1.5millionpesos1.56milionpesesS=0483891,493,362.22peso872,583.50$72,783.74End-start=66,637.78pesosSr=.048389*InterestRatesforIyearF=20.5178 Spot rate as of 3/15/21 forward rate as of 3/19/21 UST inlerest rate as of 3/18/21 mexican pess interest rate as of 2/12/21 1.5millionpesos1.56milionpesesS=0483891,493,362.22peso872,583.50$72,783.74End-start=66,637.78pesosSr=.048389*InterestRatesforIyearF=20.5178 Spot rate as of 3/15/21 forward rate as of 3/19/21 UST inlerest rate as of 3/18/21 mexican pess interest rate as of 2/12/21
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