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Consider a U.S.-based company that exports goods to England. The U.S.
Company expects to receive payment on a shipment of goods in three months. Because the payment will be in British pound, the U.S. Company wants to hedge against a decline in the value of the British pound over the next three months. The U.S. risk-free rate is 2.32 percent, and the British risk-free rate is 0.72 percent. Assume that interest rates are expected to remain fixed over the next six months. The current spot rate is £0.71/$.
(a) Indicate whether the U.S. Company should use a long or short forward contract to hedge currency risk.
(b) Calculate the no-arbitrage price at which the U.S. Company could enter into a forward contract that expires in three months.
Finance is about Gunns Ltd, a company in dealing with forestry products in Australia. The company has also been listed in Australian Stock Exchange. As many companies producing forestry products, even Gunns Ltd is facing various problems. Due to the ..
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