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QUESTION 16 The following information is to be used in answering the next questi

ID: 2757067 • Letter: Q

Question

QUESTION 16

The following information is to be used in answering the next question.

Suppose Alcoa has a payable of SF 1 million due in one year. Alcoa's cost of the payable using a money market hedge is ______ and its cost using a forward market hedge is _______.

$173,900; $177,470

$174,925; $176,300

$176,671; $172,900

$178,937; $174,700

5 points   

QUESTION 17

The spot and 30 day forward rates for the Dutch guilder are $.3075 and $.3120, respectively. The guilder is said to be selling at a forward

premium of 19.51%

premium of 17.56%

premium of 9.76%

discount of 17.56%

$173,900; $177,470

$174,925; $176,300

$176,671; $172,900

$178,937; $174,700

Explanation / Answer

16)

The correct option is option D that is $178,937; $174,700.

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