Q10. Isaac Long is an English investor. He notices the 90–day forward rate for the Norwegian kroner is GBP0.0859 and the spot rate is GBP0.0887. Long calculates the annualized rate of the kroner to be trading at a: A) premium of 9.478%. B) premium of 21.17%. C) discount of 12.63%.
Q11. Today, the spot rate on pounds sterling is $0.6960 and 90-day forward pounds are priced at $0.6925. The annualized forward discount is: A) 2.022%. B) 1.005%. C) 2.012%.
Q12. The 90-day $/Euro forward rate is 0.9420 $/Euro. Given a forward premium of 0.0027 $/Euro, what is the annualized percentage forward discount or premium for the Euro?
A) 1.146%. B) 11.500%. C) 1.150%.
Q13. The spot and 30-day forward rates for the Australian dollar (AUD) are USD0.3075 and USD0.3120, respectively. The AUD is selling at a forward: A) rate of USD0.3075. B) premium of USD0.0045. C) discount of USD0.0045.
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发表于 2009-1-13 11:53
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