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Assume the Spot Exchange Rate Today Is C$1

Question 3

Multiple Choice

Assume the spot exchange rate today is C$1.02 per $US, while the three-month forward rate is C$1.06 per $US.What will be the profit (loss) for an investor who takes a US $100,000 short position in the forward contract if the spot rate in three months equals 1.05?


A) C$1,000
B) (C$1,000)
C) C$4,000
D) (C$4,000)

Correct Answer:

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