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Assume that your company expects to receive a GBP 2,000,000 payment one year from now. The one-year actual forward rate of the USD/GBP is F1USD/GBP = 1.42 and the synthetic one-year forward is FYIUSD/GBP = 1.40. Which of the following statements is true?
Choices
You can hedge this natural short position in GBP by entering a one-year long forward GBP contract.
Based on a comparison between the actual and synthetic forward rates, a savvy financial manager would hedge this position with an actual forward contract.
Based on a comparison of the forward rates, a savvy financial manager would hedge this position with a money market hedge.
You can hedge this natural long position in GBP by entering a one-year long forward GBP contract.
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Please note that this is an MBA course so you must show and demonstrate your ability to provide reasoning for your response to discussion questions.
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