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The following quotes for the Mexican peso and the Australian dollar Calculate th

ID: 2757173 • Letter: T

Question

The following quotes for the Mexican peso and the Australian dollar

Calculate the cross rates for the Austrilian Dollar (A$) in $, both bid and ask. Of the six trades available above, which three trades result in a profit?

Make sure to show how you calculate the two cross rates. Make sure that it is clear which currency you are buying or selling and whether it is at the bid or ask price.

Quoted Bid Price

Quoted Ask Price

Value of an Australian dollar (A$) in $

$0.67

$0.69

Value of Mexican peso in $

$.074

$.077

Value of an Australian dollar in Mexican pesos

MXP8.2

MXP8.5

The following quotes for the Mexican peso and the Australian dollar

Calculate the cross rates for the Austrilian Dollar (A$) in $, both bid and ask. Of the six trades available above, which three trades result in a profit?

Make sure to show how you calculate the two cross rates. Make sure that it is clear which currency you are buying or selling and whether it is at the bid or ask price.

Quoted Bid Price

Quoted Ask Price

Value of an Australian dollar (A$) in $

$0.67

$0.69

Value of Mexican peso in $

$.074

$.077

Value of an Australian dollar in Mexican pesos

MXP8.2

MXP8.5

Explanation / Answer

The Answer is

$/A$ (where the A$ is bought and sold) 0.6068/0.6545

Calculations:

For finding out the Bid Rate for A$ in terms of $

BID$/A$ = BID$/MXP * BIDMXP/A$ = 0.074**8.2 = 0.6068

For finding out the Ask Rate for A$ in terms of $

ASK$/A$ = ASK$/MXP * ASKMXP/A$ = 0.077*8.5 = 0.6545