Business
Business, 17.12.2019 22:31, rapryce

Andreas broszio just started as an analyst for credit suisse in zurich, switzerland. he receives the following quotes for swiss francs against the dollar for spot, one-month forward, 3-months forward, and 6-months forward.
spot exchange rate (chf per 1 usd): usd/chf
bid rate 1.2575
ask rate 1.2585
one-month forward 10 to 15
3-months forward 14 to 22
6-months forward 20 to 30
in addition, the 6-month us treasury bill yield is 4.2% apr.
required:
a. calculate outright quotes for bid and ask, the number of points spread between each?
b. what is the six-month swiss ball rate?

answer
Answers: 1

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Andreas broszio just started as an analyst for credit suisse in zurich, switzerland. he receives the...

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