OUTBOX LEARNING CENTRE

TYBMS(SEM VI) UNIT EXAM

SUBJECT : INTERNATIONAL FINANCE

Part I (10 MARKS)

(1) USD INR 52 is midrate. Spread is 30 paisa. Calculate Bid Ask Rates
(2) GBP USD 1.6920 / 80. Calculate midrate, spread and % spread.
(3) USD CHF 1.3450 / 90. Calculate CHF USD expected rate.
(4) EUR USD 1.2580 / 00.
(a) Calculate midrate, spread and % spread.
(b) Calculate USD EUR expected rate.
(c) Calculate midrate, spread and % spread for USD EUR
expected rate.
(5) USD INR 51.50. Calculate rate of Indian Rupee in terms of US
Dollar.

Part II. (15 MARKS)

(6) EUR GBP 1.2535 / 65 and GBP EUR 0.7965 / 85.Calculate arbitrage, if any, over a million.
(7) Bank X: USD INR 49.50 / 90 Bank Y: 100 INR USD 1.9960 / 90Calculate
Arbitrage,if any; over a million.
(8) USD CNY 8.0000 CNY USD 0.1260 Calculate Arbitrage, if any; over a million.
(9) USD CAD 0.9000 / 0.9050USD AUD 1.0125 / 35 (a) Calculate CAD AUD Cross rate
(b) If available rate in the market is CAD AUD 1.1270 /80;Calculate Arbitrage, if any;
over a million.
(10) 100 INR USD 1.9850 / 60 100 INR USD 1.9800 / 20 Calculate Arbitrage, if any; over
a million.

Part III (20 MARKS)

(11) 1 USD = HKD 7.7740 / 70 ,1 USD = CHF 0.9280 / 0.9300 (a) Calculate rate for 1 CHF in
terms of Hong Kong Dollar (b) If available rate from another bank is
1 CHF = HKD 8.3850 / 75;Calculate arbitrage, if any.
(12) 1 USD = SGD 1.2865 / 75 ,1 USD = CAD 1.0100 / 1.0120 (a) Calculate rate for 1 SGD in
terms of Canadian Dollar (b) If available rate from another bank is 1 SGD = CAD 0.7800 / 25;
Calculate arbitrage, if any.
(13) 1 = $ 1.56 , 1 = $ 1.34, 1 = 1.16 Calculate Arbitrage, if any.
(14) For 1 USD we get 50 Indian Rupees. Whereas for the same dollar we get 30 Thai
Baht(THB). In market We get 1.67 Thai Baht for 1 Indian Rupee. Calculate Arbitrage, if any.
(15) 1 EUR = USD 1.3380 / 10 ,1 EUR = CHF 1.2350 / 70,1 USD = CHF 0.9255 / 65
Calculate Arbitrage, if any.