Find the 1 year dollar-yen forward price

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Reference no: EM132005518

Suppose the dollar interest rate is 5%, the yen interest rate is 3%, the spot exchange rate is 0.00909 $/yen, and the price of a dollar-denominated at the money call to buy one yen with 1 year to expiration is $0.0005.

Find the 1 year dollar-yen forward price.

Find the price of 1 year yen denominated dollar prepaid forward.

Find the price of a yen denominated put to sell one dollar with 1 year expiration and strike yen 110.

Reference no: EM132005518

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