D Question 12 8 pts Please answer the next question based on the following quotes on currency options contracts for Swiss francs (CHF), where each contract has 62,500 CHFs. Exercise prices, call and put premiums are in cents. Calls Vol. Last Puts Vol. Last 62,500 Swiss Francs-European Style. 77 Oct 77 Dec 31 10 2.78 3.60 --- 78 Nov 47 0.23 78 Dec 14 2.66 100 0.43 79 Oct 50 0.27 --- 79 Nov 79 Dec 80 Nov Dec 81 Oct 81 Nov 81 Dec Nov Nov tunu 1.59 2.04 1.00 1.39 Dec 0.20 is 3.12 --- You buy one November PUT options contract with an exercise price of $0.83. If at the time of the option expiration date price for Swiss francs is $0.835, then this call option is and you incur a net O in-the-money; loss of $2,262.50 O out-of-the-money; loss of $1,950 O out-of-the-money; loss of $312.50
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- Please answer the next question based on the following quotes on currency options contracts for Swiss francs (CHF), where each contract has 62.500 CHFs. Exercise prices, call and put premiums are in cents. Calls Vol. Last 62,500 Swiss Francs-European 10 2.78 77 Oct 31 3.60 14 2.66 1.59 2.04 $ 1.00 1.39 77 Dec 78 Nov O $40 O $400 O $250 O $25 78 79 79 Dec Oct Nov 82 83 83 10 645 10 47 6 Puts Vol. Last Style. 0.59 0.99 0.33 47 100 50 79 Dec 80 Nov 80 Dec 81 Oct 81 Nov 81 Dec Nov Nov 0.20 Dec 0.40 The cost of buying one CHF call options contract with an exercise price of $0.83 which expires on the 3rd Wednesday of December is: 10 10 118211153 15 0.23 0.43 0.27 3.12Consider this (incomplete) table of FX cross-rates CHF Column EUR 1.0043 1.4167 USD USD EUR JPY 110.00 GBP CHF 1.4323 What number should be at the intersection of: Row 0.692 EUR JPY 1.2500 Example: the number at the intersection of Row "JPY" and Column "USD" is "110.00" and represents the number of JPY needed to buy one USD. GBP 2.4000 CHF 96.00Please answer the next question based on the following quotes on currency options contracts for Swiss francs (CHF), where each contract has 62,500 CHFs. Exercise prices, call and put premiums are in cents. Calls Vol. Last Puts Vol. Last 62,500 Swiss Francs-European Style. 77 Oct 10 2.78 77 Dec 31 3.60 78 Nov 47 0.23 78 Dec 14 2.66 100 0.43 79 Oct 50 0.27 79 Nov 5 1.59 79 Dec 5 2.04 80 Nov 5 1.00 80 Dec 21 1.39 81 Oct 1.41 81 Nov 0.59 10 1.55 81 Dec 6 645 0.99 82 Nov 10 0.33 83 Nov 47 0.20 is 3.12 83 Dec 6 0.40 You buy one November PUT options contract with an exercise price of $0.81. If at the time of the option expiration date, the spot price for Swiss francs is $0.815, then this Put option is _, and you incur a net in-the-money; profit of $312.50 O out-of-the-money; loss of $312.50
- QUESTION 16 Given the folowing spot quotes : EURGBP 0.6850 GBPUSD 1.9920 EURUSD 1.2200 Notation "XYZABC n" means one needs n units of currency ABC to buy one unit of currency XYZ. Do a triangular arbitrage starting with EUR 100,000,000. What is your profit in USD? 19,597,000 USD 14,452,000 USD 8,027,000 USD There is no opportunity for arbitrageBank Quotations Bid Ask Bid AskBritish pounds $1.9712 $1.9717 £0.5072 £0.5073Euros $1.4738 $1.4742 €0.6783 €0.6785 Using the table above, what is the ask price of euro in terms of pounds? Multiple Choice €1.3371/£ €1.3378/£ £0.7475/€ £0.7479/€..Question Items EUR/USD USD/MYR USD/SGD Spot (28 October 2018) 1.1017/18 4.2200/699 1.3917/87 1 Month 473/492 74/119 106/138 2 Month 103/106 152/202 225/285 3 Month -187/+187 278/228 36/42 The following rates are quoted by banks as at 28 October 2018.Based on the above rates, calculate the following (assume no margins or charges areimposed and all exchange controls/regulations are complied with):a. Quoting bank sells USD/MYR at value spotb. Quoting bank buys SGD/MYR fixed three month delivery c. Exporter sells USD/MYR option spot to 3 month d. Importer buys EUR/SGD 1 month to 2 month delivery
- Help me understand how to interpret the following currency pairs(in a much simplified way) a)€1/$1.1837 €1/£0.7230 £1/$1.6388 b)Spot rate $1/Kes 76.22-92QUESTION 17 Given the folowing spot quotes: EURGBP 0.6850 GBPUSD 1.9920 EURUSD 1.2500 Notation "XYZABC n" means one needs n units of currency ABC to buy one unit of currency XYZ. Do a triangular arbitrage starting with EUR 100,000,000. What is your profit in USD? 11,452,000 USD There is no opportunity for arbitrage 14,597,000 USD 4,177,000 USDConsider this (incomplete) table of FX cross-rates USD EUR JPY GBP CHF CHF Column JPY What number should be at the intersection of: Row USD EUR JPY GBP CHF 1.2500 Example: the number at the intersection of Row "JPY" and Column "USD" is "110.00" and represents the number of JPY needed to buy one USD. CHF Column JPY 0.0043 0.8727 0.0073 110.00 What number should be at the intersection of: Row 0.104 2.4000 ? 0.0104 96.00
- QUESTION 36 Consider this (incomplete) table of FX cross-rates CHF Column JPY 0.0073 0.8727 USD USD EUR JPY 110.00 GBP CHF 0.0043 What number should be at the intersection of: Row 0.104 EUR JPY 1.2500 Example: the number at the intersection of Row "JPY" and Column "USD" is "110.00" and represents the number of JPY needed to buy one USD. GBP 2.4000 CHF 96.00QUESTION 37 Consider this (incomplete) table of FX cross-rates EUR Column USD 0.0043 0.8727 USD USD EUR JPY 110.00 GBP CHF 0.8000 What number should be at the intersection of: Row 0.0073 EUR JPY Example: the number at the intersection of Row "JPY" and Column "USD" is "110.00" and represents the number of JPY needed to buy one USD. 1.2500 GBP CHF 2.4000 96.00Suppose that the quote for Euro is 1.1120-44/EUR. If you want to buy 259, which of the following is closest to that amount of Euros that you will need to pay? O a. EUR 232.41 O b. EUR 288.32 O. EUR 232.91 O d. EUR 288.01 O e. EUR 288.63