圣巴巴拉公司在美国需要在未来90天内支付300,000林吉特。面对4%的美国90天利率和3%的马来西亚90天利率，以及0.400的90天远期汇率和0.404的即期汇率，公司需要决定使用远期合约对冲还是货币市场套期保值。分析表明，选择哪种策略将取决于对汇率波动风险的评估和成本效益比较。
做几个题目,巩固一下.
assume the following information:
______________________________________________
90-day us interest rate 4%
90-day malaysian interest rate 3%
90-day forward rate of malaysian ringgit $.400
spot rate of malaysian ringgit $.404
______________________________________________________
assume that santa barbara co.in the united states will need 300000 ringgit in 90days .it wishes to hedge this payables position .would it be better off using a forwatd hedge or a money market hedge?substantiate you answer.
扫一扫
被折叠的 条评论
为什么被折叠?
到【灌水乐园】发言
