AuthorTopic: Currency Forward Contract Question
dineshr
@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.

Thanks.

CFA Discussion Topic: Currency Forward Contract Question

To post a new topic or reply to a topic, please log in or register for a free user account.

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

Lauren