Question: Question 30 2 pts The current spot rate between the Swiss Franc and the US Dollar is CHF0.99/5. The US Dollar is expected to depreciate

to depreciate by 2 in 1 year. Given the standard deviation of

8.5% and normally distributed exchange rates. What is the conditional mean of

Question 30 2 pts The current spot rate between the Swiss Franc and the US Dollar is CHF0.99/5. The US Dollar is expected to depreciate by 2 in 1 year. Given the standard deviation of 8.5% and normally distributed exchange rates. What is the conditional mean of the CHF/S exchange rate? Conditional Mean - CHF0.9702/5 Conditional Mean - CHF01.0098/5 Conditional Mean - CHF0.9706/5 Conditional Mean - CHF0.9854/5 Conditional Mean CHF10074/5 Question 32 2 pts The current spot rate between the Swiss Franc and the US Dollar is CHF0.99/$. The US Dollar is expected to depreciate by 2% in 1 year. Given the standard deviation of 8.5% and normally distributed exchange rates. What range of possible future spot rates would you be 68.26% confident that the actual future spot rate will fall between? Confidence interval - CHF0.98657/9 - CHF1.69736/5 Confidence interval CHF0.897B4/$ - CHF1.98567/$ Confidence interval - CHF0.87368/6 CHF1.06355/5 Confidence interval - CHF0.82605/$ - CHF1.03655/5 Confidence interval = CHF0.8860575 - CHF1,05435/5 Previous Nexty The current spot rate between the Swiss Franc and the US Dollar is CHF0.997$. The US Dollar is expected to depreciate by 2x in 1 year. Given the standard deviation of 8.5% and normally distributed exchange rates. What is the conditional volatility of the CHF/S exchange rate? Conditional Volatility -0.03587 Conditional Volatility -0.06874 Conditional Volatility = 0.07587 Conditional Volatility -0.08415 Conditional Volatility = 0.02478 Question 33 2 pts As a foreign exchange trader for UBS, you have just called a trader at City Bank to get quotes for the British pound for the spot 30-day, 60-day, and 90-day forward rates. Your City Bank counterpart stated. "We trade sterling at $1.7745-50, 44/47, 88/81. 115/105/E" What cash flows would you pay and receive if you do a forward foreign exchange swap in which you swap into E5,000,000 at the 30-day rate and out of 5,000,000 at the 90-day rate? (Questions 33 and 34) Cash flow paid in USD in 30 days (swap in OS 3,853.000 OS 8.810,000 05 8,898,500 OS 8.798.500 None of the above

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