Describe the interest rate parity theory, Financial Management

Assignment Help:

Question:

(a) Describe the Interest Rate Parity Theory.

(b) A company needs to pay in 3 months USD 1 million. The USD are already at disposal in the company, thus the company decides how to invest them in the given period. You have the following data:

$ 3-month deposit rate: 8% (annualised)
£ 3-month deposit rate: 10% (annualised)
Direct quotes: Spot rate: $1,80/£
3-month forward rate: $1,78/£

By giving detailed reasoning, answer the given questions:

(i) Where should the company invest in the USA or in UK?

(ii) Consider that the interest rates and the spot rate stay the same, what forward rate ensure that there is no arbitrage?

The price of the pound sterling in Paris is Euros 1.2724 and 2.0556 CHF in Zürich. In Frankfurt we can come across with the exchange rate Euro 0.6338/CHF.

(i) How is it possible for an arbitrageur from London to realize profits? Describe.

(ii) All else being equal, which rate in Paris would ensure the no arbitrage condition?


Related Discussions:- Describe the interest rate parity theory

Briefly explain non financial objectives, Briefly Explain Non Financial Obj...

Briefly Explain Non Financial Objectives Monetary statements of any sort are only an expression of organisational activities that can be measured. Lots of the activities of an

Calculate the forward exchange rate, (a) A debt of $3600 with interest at 6...

(a) A debt of $3600 with interest at 6% compounded semiannually is to be amortized by semiannual payments of $900 each, the rst due in 6 months, together with a nal partial payme

Unity of command, Unity of Command Unity of command is the principle in...

Unity of Command Unity of command is the principle in which each subordinate should be responsible to only one manager.

Long term investement and financial decisions, you would like to purchase a...

you would like to purchase a new car in 3 years.The current value of the vehicle you would like to purchseis 100000.The manufacturer of the vehicle has advised you,that the cost of

Financial capital, Assume that you have just "run out of money" and are una...

Assume that you have just "run out of money" and are unable to move your "idea" from its development stage to production and the startup stage.  However, you remain convinced that

Case study.., This case has been framed in order to test the skills in eval...

This case has been framed in order to test the skills in evaluating a credit request and reaching a correct decision. Perluence International is large manufacturer of petroleum and

Explain the meaning of buy-ins, Explain the meaning of Buy-ins This  is...

Explain the meaning of Buy-ins This  is  when  third  party  management  team  make  a  takeover  bid  and  then  run  business themselves. Finance sources are same as to buy-o

Role of financial intermediaries in the financial system, Role of Financial...

Role of Financial Intermediaries in the financial system: Having designed the instrument, the issuer should then ensure that these financial assets reach the ultimate investor

Financial statements of home retail group, Briefly outline the necessities ...

Briefly outline the necessities of the UK version of ISA 700/ 750/ 706 and discuss the factors which would manipulate you as the external auditor in forming an opinion on the finan

Management of finacial institutions, what are the features of a comprehensi...

what are the features of a comprehensive interest rate risk management programme

Write Your Message!

Captcha
Free Assignment Quote

Assured A++ Grade

Get guaranteed satisfaction & time on delivery in every assignment order you paid with us! We ensure premium quality solution document along with free turntin report!

All rights reserved! Copyrights ©2019-2020 ExpertsMind IT Educational Pvt Ltd