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Suppose that the continuously compounded risk-free interest rates for 1-year, 2-year, and 3-year investments in Japan are 3.6%, 3.9%, and 4.1% per annum, respectively. Suppose further that the continuously compounded risk-free interest rates for 1-year, 2-year, and 3-year investments in the United States are 2.8%, 3.2%, and 3.5% per annum, respectively. A financial institution has entered into a currency swap in which it receives 4.5% per annum in yen and pays 3.9% per annum in dollars once a year. The principals in the two currencies are $50 million and 6,000 million yen. The swap will last for another three years, and the current exchange rate is 115 yen per dollar.
-What is the value of the swap (in $ millions)?
-What is the yen cash flow at time 2 (in ¥ millions)?
The market rate of interest on risk free bonds is 9.9%. The market rate of interest is constant. What is the expected return on the bond?
You get a bid-ask quote on the AUD of 1.34-1.37 USD/AUD. How many AUD will you be able to buy with 100 USD?
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The qualitative portion of a financial analysis is analogous to the hypothesis-forming stage of scientific investigation because:
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You plan to retire (again) in exactly 20 years. Your goal is to create a fund that will allow you to receive $20,000 at the end of each year for the 30 years.
a company has 100000 invested in a 2 stock portfolio. 35000 is invested in stock a and the remaining is invested in
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p1. the futures price of corn is 2.00. the contracts are for 10000 bushels so a contract is worth 20000. the margin
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