请教国际金融的作业！！！~~急~~~~~

来源：百度知道 编辑：UC知道 时间：2024/05/14 12:34:43
这是我们的作业题，中英文回答皆可，但要有步骤说明，共五题，其实不是很难只是我想要规范一点的答案，谢谢大家~答的好有追加！！！
1. The US dollar is trading for 1.7936 ($/£) , the Polish zloty for 6.5492 (Z/£) in London, the zloty is trading for 3.7826 (Z/$) in New York.
1) What is the cross-rate in London (Z/$)?
2) What is the arbitrage profit?

2. A company has 1 million 3-month Eurodollar loans based on LIBOR, the Eurodollar futures contracts for 3-month delivery closed at a price of 94.30.
Questions
1) How can the company use the Eurodollar futures to make hedge?
2) What is the lock cost of the company’s loans?

3. In April, Mr. Karam of U.S. ordered a Benz, while euro was selling very high against the dollar. The spot rate is $1.40/€ when he ordered, his banker forecast that the exchange rate would be $1.60/€ when he took the car in October. He wanted a 6-month euro call (€50000) with a strike price of $1.56/€ for a premium of 2.75 cents/€.
Questions
1) How much did Mr.

1) What is the cross-rate in London (Z/$)?
　　用 6.5492/1.7936=3.651427
　　2) What is the arbitrage profit?
　　由于在伦敦Z币被高估了3.7826>3.651427 所以在在纽约用1美元换3.6514的Z元，然后用Z元换英镑，再用英镑换美元，会得到比1美元更多的美元 多出来的就是套利利润了

　　2. A company has 1 million 3-month Eurodollar loans based on LIBOR, the Eurodollar futures contracts for 3-month delivery closed at a price of 94.30.
　　Questions
　　1) How can the company use the Eurodollar futures to make hedge?
　　由于他在未来要支付1百万美元。可以进入一个远期多头（也就是3各月后按照94.3的价格买入1百万美元，这样就对冲掉了3各月后的汇率变动的风险）。注意这个多头标的的资产要是1百万美元。
　　2) What is the lock cost of the company’s loans?
　　对冲之后，由于期货价格是 94.3，所以价格被锁定在94.3万的本币付出上

　　3.
　　1) How much did Mr. Karam make if the euro rose to $1.62?
　　这个男人买了一个看涨期权，执行价格是1.56，期权费用是0.0275
　　现在的汇率是1.4
　　如果汇率上升到1.62，他可以用1.56买入 这样他每一英镑赚了0.06再减去期权费用，一英镑赚了0.06-0.0275，再乘以50000就是他赚的钱
　　2) What did the exchange rate have to be for him to break even?
　　持平的价钱就是1.56+0.0275=1.5875.汇率上升