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Suppose the spot and one-year forward exchange rates on the New Zealand dollar are NZD1.055/AUD and NZD1.110/AUD, respectively. The risk-free rate is 5 percent per year in New Zealand and 3 percent per year in Australia.
Required:
(a) How can an investor go about exploiting the arbitrage opportunity? Show all necessary calculations.
(b) What must the one-year and two-year forward exchange rates be to prevent any arbitrage?
ABC Company announced today that it will begin paying annual dividends next year. The first dividend will be $0.10 per share. The following dividends
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Calculate your net profit on the option contract if Kimberly Clark's stock price falls to $30.00 and you exercise the option.
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