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Spot Rate = BP 0

Question 35

Multiple Choice

Spot rate = BP 0.5024/US$; 3-month forward rate = BP 0.5040/US$. TE Company is expecting a payment of BP 100 million in 3 months. If the firm hedges this transaction in forward market what is the US$ amount it will receive in three months? (Ignore transaction costs)


A) US$198.41 million
B) US$199.04 million
C) US $50.40 million
D) None of the above

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