AuthorTopic: Currency Forward Contract Question
@2010-04-30 09:46:40
CFA Text Book Question facts in summary;
Current Spot rate is $ 0.5972 per SF and payment is in 3 months. US interest Rate is 2% and 5% in Swiss. After 30 days entering in to a a Forward contract Spot is $ .55 per SF. Calculate value of contract now

Can someone give the answer on a step by step basis and the reason for each step in summary.


CFA Discussion Topic: Currency Forward Contract Question

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I used your notes and passed ... highly recommended!