Ques 2

Period Days Forward C$/euro US$/euro

spot 1.3385 1.3216 13600 17973.76
1 month 30 1.3409 1.322 13600 17979.2 5.44 0.000302663
2 months 60 1.3436 1.3223 13600 17983.28 9.52 0.000529661
3 months 90 1.3464 1.3228 13600 17990.08 16.32 0.00090799
6 months 180 1.3494 1.3233 13600 17996.88 23.12 0.00128632
12 months 360 1.3523 1.3257 13600 18029.52 55.76 0.0031023

Period Days Forward C$/euro US$/euro

spot 1.3339 1.3215
1 month 30 1.3366 1.3219
2 months 60 1.3386 1.3222
3 months 90 1.3408 1.3225
6 months 180 1.3428 1.3231
12 months 360 1.3451 1.3257

Spot 1.3215 13800 18236.7

12 1.3219 0.0003027 0.003632 0.363 13800 18242.22
6 1.3222 0.0005297 0.003178 0.318 13800 18246.36
4 1.3225 0.0007567 0.003027 0.303 13800 18250.5
2 1.3231 0.0012107 0.002421 0.242 13800 18258.78
1 1.3257 0.0031782 0.003178 0.318 13800 18294.66

Ques 3
Period ¥=$1.00 Bid¥=$1.00 Ask Rate
spot 83.44 83.48
1 month 83.03 83.07
2 months 82.88 82.92
3 months 82.4 82.44
6 months 81.21 81.25
12 months 80.86 80.9
24 months 79.79 79.84

Spot exchange rate:

Bid rate (CHF=USD1.00) 1.2579 2.5181
Ask rate (CHF=USD1.00) 1.2602 1.25905
1-month forward 10 to 15 1.2589 1.2617 0.0028
3-months forward 14 to 22 1.2593 1.2624 0.0031
6-months forward 20 to 30 1.2599 1.2632 0.0033
2.5231
1.26155
Currency USD EUR JPY GBP CHF CAD
HKD 7.7763 10.2968 0.0935 12.2757 7.9255 7.7025
AUD 1.0141 1.3446 0.0121 1.6046 1.0334 1.0049
CAD 1.0087 1.3369 0.0121 1.5951 1.0274
CHF 0.9811 1.3012 0.0117 1.5522 0.9733
GBP 0.6329 0.8375 0.0076 0.6442 0.6269
JPY 83.7474 111.0168 132.3421 85.2831 82.9604
EUR 0.7553 0.009 1.194 0.7685 0.748
USD 1.324 0.0119 1.58 1.0193 0.9914

Period Bid Rate Ask Rate

spot 1.3215 1.3216 1.32155
1 month 1.3214 1.3215 1.32145
2 months 1.3212 1.3213 1.32125
3 months 1.3207 1.321 1.32085
6 months 1.3198 1.32 1.3199
12 months 1.3179 1.3183 1.31810
24 months 1.3131 1.3162 1.31465

Period Bid Rate Ask Rate

spot 0.98216 0.98239 0.982275
30 0.97875 0.97911 0.978930 -0.00340536 -0.04086432007 -4.0864
60 0.9752 0.97558 0.975390 -0.0070092388 -0.04205543254 -4.2055
90 0.97191 0.97236 0.972135 -0.0103229747 -0.04129189891 -4.1292
180 0.96099 0.9615 0.961245 -0.0214094831 -0.04281896618 -4.2819
360 0.93737 0.93809 0.937730 -0.0453488076 -0.04534880761 -4.5349
720 0.89681 0.89804 0.897425 -0.0863811051 -0.04319055254 -4.3191
0.030 0.363
0.053 0.318
0.091 0.363
0.129 0.257
0.310 0.31

5.52
9.66
13.8
22.08
57.96

1.8876
AUD HKD
7.6671
0.1304
0.9951 0.1298
0.9677 0.1262
0.6232 0.0815
82.4815 10.6962
0.7437 0.0971
0.9861 0.1286