Chapter 3, Problem 7QA

INV 1 1b A 180-day US T-bill is quoted with bid and ask bank discount yields of 6.25% and 6.00% respectively. Find the bid-ask spread of the T-bill.

Compute the profit from triangular profit ir the bid and ask rate for pound and US$ are 0.70 pound/US$, 0.73 pound/US$ and US$ and Euro are 0.9 Euro/US$ and 0.94 Euro/US$ and for pound and Euro are 0.64 pound/Euro and 0.68 pound/Euro. Compute the triangular Arbitrage profit if the motional sum is $1000. The steps to be followed by euros, then buy pound and then buy US$. A. -$32.35                                                        B. -$73.53                                                        C.  $72.19                                                        D. $9.12

ASAP If answer is correct I'll give you Upvote. Caculation: A company exports commodity X to Canada, if the total purchase price(including VAT 17%) is RMB 247500, the rate of expense standard is 5%, the rate of export tax rebate is 14%, the total freight is USD245.00, the company insures against all risks for 110% of invoice value, the premium rate is 1.5%, the profit is 10% based on purchase price. Rate of foreign exchange: USD1.00=RMB6.50 what are FOB price, CFR price and CIF price respectively?

Calculate the trade discount (in $) and trade discount rate (as a %). Round your answer to the nearest tenth of a percent. List Price Trade Discount Trade Discount Rate Net Price $4,500.00 $    % $3,545.00

Assuming the following quotes: Citibank quotes U.S. dollars per pound at $1.5400/£ National Westminster quotes euro per pound at €1.6000/£ Deutsche bank quotes dollars per euro at $0.9700/€ Is there an arbitrage opportunity based on these quotations? If so, show how a market trader with one million $ (1,000.000 $) can make an inter-market arbitrage profit, and calculate that profit.

Calculate the trade discount and net price (in $) to the nearest cent.   LIST PRICE :$289.00 TRADE DISCOUNT RATE: 25%

1. The spot market quotes the exchange rate of the GHS to a CADS as GHS 3.562 while the 90-day forward quotes it at GH3.425. Required: Calculate the annualized forward premium or discount.   2. Suppose bid price for £=GHS6.27, ask price = GHS6.316. Required: Calculate the bid/ask spread.

Assume the following quotes: Citibank quotes U.S. dollars per pound at $1.5400/£ National Westminster quotes euro per pound at €1.6000/£ Deutsche bank quotes dollars per euro at $0.9700/€   Is there an arbitrage opportunity based on these quotations? If so, show how a market trader with one million $ (1,000.000 $) can make an inter-market arbitrage profit, and calculate that profit.

A company offered to sell goods at “USD2000 per M/T CIF Toronto with all risks for 110% of the value” . The importer requested a revised quote for FOB Ningbo, The freight for Ningbo to Toronto was USD 50 per M/T, and the premium rate was 1%, to get the same export revenue,what are FOB price and CFR price?