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1. Your u.s. firm has a £150,000 payable with a 3-month maturity. Which of the f

ID: 2802869 • Letter: 1

Question

1. Your u.s. firm has a £150,000 payable with a 3-month maturity. Which of the following will hedge your liability?

a. Sell a put option on £150,000 with a strike price in dollars

b. Buy the present value of £150,00 today at the spot exchange rate and invest in the U.K. and i£.

c. Take a short position in a forward contract on £150,000 with a 3-month maturity

d. Buy a put option on £150,000 with a strike price in dollars.

2. Which of the followinf would effectively hedge your exchange risk exposure?

a. Sell $$2,976,000forward

b. Sell £$2,976,000forward

c. Buy $3,445,231 forward

d. Buy £3445231 forward

Explanation / Answer

1. Your u.s. firm has a £150,000 payable with a 3-month maturity. Which of the following will hedge your liability? b. Buy the present value of £150,00 today at the spot exchange rate and invest in the U.K. and i£. 2. Which of the followinf would effectively hedge your exchange risk exposure? d. Buy £3445231 forward