None 5. Temukan tingkat swap swap vanilla biasa 1,5 tahun 3 bulan setelah inisiasi dengan karakteristikberikut: N = $100, pembayaran tengah tahunan, dan harga $0,4044. Floating legmengacu pada LIBOR 6 bulan, yang berada pada 5% 3 bulan lalu.A. 4,9%B. 4,7%C. 4,8%D. 5,1%Dia. 5,0%Z(O,T)0,250,98400,50,750,97300,965010,94401.250,93901.50,9340

Menentukan tingkat swap vanilla biasa 1,5 tahun 3 bulanInformasi yang diberikan:N = $100Pembayaran…

Answered: 5. Temukan tingkat swap swap vanilla…

ENGR.ECONOMIC ANALYSIS

14th Edition

ISBN:9780190931919

Author:NEWNAN

Publisher:NEWNAN

Chapter1: Making Economics Decisions

Section: Chapter Questions

Problem 1QTC

See similar textbooks

Similar questions

Your firm is based in the UK, just received USD 825,000 from a customer in the U.S., and wants to convert the USD to GBP. The bank is quoting a spot rate of GBP/USD 1.2283 - 1.2425. How much will you receive in British pounds (GBP)? A. GBP 1,013,348 B. GBP 663,984 C. GBP 671,660 D. GBP 1,025,063
As a foreign exchange trader at a Citibank, you are given the following quotations: 1-month 2-month Exchange Rate Spot Rate forward forward 1 Singapore Dollar (S$) 100 Japanese Yen (100¥) 1 Australian Dollar (AUD) RM3.0500/10 RM3.5000/30 RM3.1010/40 20/70 25/65 45/35 60/50 35/70 65/55 Country Malaysia Japan Singapore Rate 15% 3-Month interest rate 10% 20% Calculate: i. If the bank's customer needs S$5,000 today, how much is that in RM?
If 1 US ($) is worth 1.5 (E) British Pound sterling, then that suggests that the US $ is Weaker O Stronger Appreciating Strengthening
Calculate the value of getting 1 000 000 EURO today and an alternative of getting 1 200 000 EURO in three years if you know that the possible nominal interest rate is 5% if: a) There is no taxation and no inflation. b) Inflation each year is 3% and no taxes. c) Inflation is 2% each year and a tax rate of 30% on interest flows applies. d) What is the difference between relative prices and MRS. e) What is the difference between cardinal and ordinal values of utility? Show each step
Given that: Spet rate 3 month forward £1/$1.6365 1.6385 0.005 -0.0047 Compute the cost of cover to a foreign exchange customer who: Buys dollars one month forward Sells dollars one month forward
A U.S. MNC has subsidiaries in Britain and Japan. Assume the revenue in both subsidiaries in local currency remains the same. British WOS WOS Revenue £100M ¥10 Bn exchange $1.7/£ rate to $1.6/£ Japanese ¥ 85.12/$ to ¥ 77.12/$ What will be the impact on the $ amounts from each WOS? O Increase from British WOS; Increase from Japanese WOS O decrease from British WOS; decrease from Japanese WOS O Increase from British WOS; decrease from Japanese WOS O decrease from British WOS; Increase from Japanese WOS
The Central American country of Belize is one of approximately 14 Caribbean community countries that pegs its currency to the U.S. dollar. The pegged rate is 2 Belize dollars equal 1 U.S. dollar (2 BZD = 1 USD or 1 BZD = 0.50 USD). This is illustrated in the figure below. Exchange Rate (USD BZD) 2.00 1.00 0.50 D Quantity of Belize dollars traded per day How will the actions of speculators affect this market? O The Belize dollar supply curve will shift to the right and the Belize dollar demand curve will shift to the left. O The Belize dollar supply curve and the Belize dollar demand curve will shift to the right. O The Belize dollar supply curve will shift to the left and the Belize dollar demand curve shift to the right. The Belize dollar supply curve and the Belize dollar demand curve will shift to the left.
Otondo , a currency trader in East African Community, has ksh 400,000. He wishes to assess his triangular arbitrage by moving to Uganda, and Tanzania. The exchange rate quotes from the currency convertor was: 32TZ/1 KES 20UGH/IKES Agreed exchange rate between Uganda shillings and Tanzania shilling was 1.5 UGH /1TZ Compute the results. Explain your results
1. Supposed you want to deposit 1000 pesos mothly in the bank for 20 years, The bank only gives 2% interest rate per year for savings account, How much money will you have at the end of the period?
Use the following equations, and information, to answer the question which immediately follow. Y = Y - a(r; – P) + & Tt = i – E,n41 Tţ = E_1T¢ + ¢(Y, – Y) + v½ ių = Tt +p+0,(7 – 7;) + Oy(Y, – Y) Assume that Y, = 100, p = 2.0, 2.0 , n* 0 = 0.25 and Oy 2.0, T 1= 7*, Ø = 1, 0.25 As always, assume that the economy is initially in long run equilibrium. Assume also that there's an increase in tourist arrivals and the resulting shock is given an absolute value of 4 and Y increases to 102. Note that you have to decide whelper the shock enters as a negative or a positive, and which equation will be affected. What is value of r, in the long run? Select one O a. 0 b. 1 OC0 25
The annual interest rate in India 6.25% The annual interest in USA 8.00% Spot exchange rate: INR 74.225/USD 1 year Forward exchange rate INR 73.225/USD What will be the interest rate differential? a. -1.347 b. -2.75% c. -1.75 d. All the options are wrong
For each of the following events/items, state whether the impact is positive(+), negative (-) or no impact (0).a) A Malaysian company has imported from Japan. The Yen appreciates against theRinggit.b) A Malaysian company has imported from Japan. What is the impact if the Ringgitappreciates against the Yen?c) A Malaysian company borrows in Euros from Deutsche Bank. The loan is repayablein six months. The Ringgit appreciates against the Euro.d) What happens if the loan in (c) above is repayable in one lump sum in five yearsfrom now and the Euro now appreciates against the Malaysian Ringgit?e) A Malaysian mutual fund invests in an Australian ETF (exchange traded fund). TheAustralian Dollar appreciates against the Malaysian Ringgit.

SEE MORE QUESTIONS

Recommended textbooks for you

ENGR.ECONOMIC ANALYSIS

Economics

ISBN:

9780190931919

Author:

NEWNAN

Publisher:

Oxford University Press

Principles of Economics (12th Edition)

Economics

ISBN:

9780134078779

Author:

Karl E. Case, Ray C. Fair, Sharon E. Oster

Publisher:

PEARSON

Engineering Economy (17th Edition)

Economics

ISBN:

9780134870069

Author:

William G. Sullivan, Elin M. Wicks, C. Patrick Koelling

Publisher:

PEARSON

ENGR.ECONOMIC ANALYSIS

Economics

ISBN:

9780190931919

Author:

NEWNAN

Publisher:

Oxford University Press

Principles of Economics (12th Edition)

Economics

ISBN:

9780134078779

Author:

Karl E. Case, Ray C. Fair, Sharon E. Oster

Publisher:

PEARSON

Engineering Economy (17th Edition)

Economics

ISBN:

9780134870069

Author:

William G. Sullivan, Elin M. Wicks, C. Patrick Koelling

Publisher:

PEARSON

Principles of Economics (MindTap Course List)

Economics

ISBN:

9781305585126

Author:

N. Gregory Mankiw

Publisher:

Cengage Learning

Managerial Economics: A Problem Solving Approach

Economics

ISBN:

9781337106665

Author:

Luke M. Froeb, Brian T. McCann, Michael R. Ward, Mike Shor

Publisher:

Cengage Learning

Managerial Economics & Business Strategy (Mcgraw-…

Economics

ISBN:

9781259290619

Author:

Michael Baye, Jeff Prince

Publisher:

McGraw-Hill Education

SEE MORE TEXTBOOKS