Your company can get yen loans for 2.0%. Dollar rates on the same loans are 4.5%. The spot yen per dollar exchange rate is 104. The forward rates for years 1 thru 4 are, 101.51, 99.08, 96.71, and 94.40, respectively

What is the present value of the market-maker's net cash flow if spot rates are 102 instead?

A)

$188.59

B)

$206.43

C)

$219.96

D)

$242.06

Answer:

A

Business

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