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The treasurer of a major U.S. firm has $35 million to invest for three months. T

ID: 2489377 • Letter: T

Question

The treasurer of a major U.S. firm has $35 million to invest for three months. The interest rate in the United States is 0.23 percent per month. The interest rate in Great Britain is 0.29 percent per month. The spot exchange rate is £0.634, and the three-month forward rate is £0.636.

What would be the value of the investment if the money is invested in U.S and Great Britain? (Enter your answer in thousands of dollars, not in millions. (e.g., 1,234,567). Round your answer to 2 decimal places. (e.g., 32.16))

U.S. $ ________

Great Britain $_________

Explanation / Answer

Answer:

a) If Invested in US dollars :

Interest = (35 * 0.23%) * 3 = 0.2415

Therefore, Investment after three months = 35 + 0.2415 = $35.24 millions or 35,241,500.

b) If Invested in Great Britain Pounds:

Investment amount = 35 * 0.634 = £22.19

Interest = £(22.19 * 0.29%) * 3 = £0.193053

Therefore, Investment after months = 22.19 + 0.193053 = £22.38 millions or £22,383,053

Or 22.383053 / 0.636 = $35.19 million or $35,193,480.