Calculate the 3-month forward premium or discount in


Consider the following spot and forward rate quotations for the Swiss franc: S($/SFr) = 0.85 F1($/SFr) = 0.86 F2($/SFr) = 0.87 F3($/SFr) =0.88 If the SFr interest rate is .934% and the $ interest rate is 1.137%, calculate the 3-month forward premium or discount in American terms. Assume 30-360 pricing convention:

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Financial Management: Calculate the 3-month forward premium or discount in
Reference No:- TGS02778396

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