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Assume the following information: You have $1,000,000 to invest Current spot rate of pound = $1.30 90 day forward rate of pound = $1.28 3 month deposit rate in U.S. = 3% 3 month deposit rate in Great Britain = 4% If you want to use covered interest arbitrage for a 90 day investment, you will buy pound at ______, and sell pound forward at ___________.a. $1,024,000.
b. $1,030,000.
c. $1,040,000.
d. $1,034,000.
e. none of the above

Answer :

Answer:

a. $1,024,000

Explanation:

The exchange rate is quoted, thus the statement is at below:

"I will buy pound at $1.30, and sell pound forward 90 days at $1.28."

The steps taken including:

- Exchange $1,000,000 to have 769,230 pounds

- Deposit 769,230 pounds at rate 4% to have 800,000 in 90 days

= 769,230 * (1 + 4%) = 800,000 pounds

- Then exchange 800,000 pound to have $1,024,000

= 800,000 * 1.28 = $1,024,000

(*) 4% in 90 days is quite unreasonable for Great Britain, but this is a text question then just accept it

Option A is the correct answer, $1,024,000. The supporting computations are given below. Kindly follow through step by step. Since the exchange rate is quoted, the following assertion is made:

"I'll purchase a pound for $1.30 and sell it 90 days later at $1.28," says the trader.

The steps were taken including:

[tex]\frac{1,000,000}{1.30} = 769,231 \text{ pounds} \\\\769,231 \text{ x }(1+ 0.04) = 800,000 \text{ pounds} \\\\80,000 \text{ x }1.28 = 1,024,000[/tex]

- Exchange $1,000,000 for 769,230 pounds.

- Deposit 769,230 pounds at 4% interest for 800,000 pounds in 90 days.

- Finally, exchange 800,000 pounds for $1,024,000 pounds.

Learn more about the exchange rate here:

https://brainly.com/question/17230665

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