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USS per 1 euro 1.38 1.36 1.33 USS per 1 franc Mexican peso per U SS1 Spot rate 3

ID: 2637989 • Letter: U

Question

USS per 1 euro 1.38 1.36 1.33 USS per 1 franc Mexican peso per U SS1 Spot rate 30-dav forward rate 60-dav forward rate 1.12 1.13 1.18 12.9 13.1 13.9 a. Is the euro appreciating or depreciatingagainst the U.S. dollar? Explain. b. Is the Swiss franc appreciating or depreciating against the U.S.dollar? Why? Is theMexican peso appreciating or depreciating against the U.S. dollar? Why? c. d. Using cross-rates, based on the spot rate, how many francs will the euro buy, how many pesos will the franc buy, and how many euro will the peso buy? Euro Swiss Franc Mexican Peso Spot rate 1.38 1.12 0.08 Cross-rate: euro- buys francs frane buys peso peso buys euro e. A U.S.company purchases goods from several foreign companies with payment due in euros, francs, and pesos. Would the company be better off paying now or waiting for 60 days? Why?

Explanation / Answer

1 franc = 1.12 dollar

So, 1 euro = 1.38/1.12 = 1.23 franc

Similarly,

1 franc = 1.12/0.08 = 14 Mexican pesos

And,

1 peso = 0.08/1.38 =0.057 euro

(e) Company should pay in swiss franc as it is appreciating while pay in euros and pesos later as they are expected to depriciate in future.