AIFS Case Study Solutions

8/16/2019 AIFS Case Study Solutions

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199:;<=>

Volume 25000

Cost inEuro perSale

1000

Stable rate($) 1.22 Opt Prem

0.05USD Exchange Rate (USD/EUR)

% Cover Contracts Options 1.01 1.22 1.48

100% 0% 100% 1.071 1.281 1.281

100% 25% 75% 1.108 1.266 1.266

100% 50% 50% 1.146 1.251 1.251

100% 75% 25% 1.183 1.235 1.235

100% 100% 0% 1.22 1.22 1.22

75% 0% 100% 1.056 1.266 1.331

75% 25% 75% 1.084 1.254 1.319

75% 50% 50% 1.112 1.243 1.308

75% 75% 25% 1.140 1.231 1.296

75% 100% 0% 1.168 1.22 1.285

50% 0% 100% 1.041 1.251 1.381

50% 25% 75% 1.059 1.243 1.373

50% 50% 50% 1.078 1.235 1.366

50% 75% 25% 1.096 1.2278 1.358

50% 100% 0% 1.115 1.22 1.35

25% 0% 100% 1.025 1.235 1.430

25% 25% 75% 1.034 1.231 1.426

25% 50% 50% 1.044 1.228 1.423

25% 75% 25% 1.053 1.224 1.419

25% 100% 0% 1.063 1.22 1.415

0% 0% 100% 1.01 1.22 1.48

0% 25% 75% 1.01 1.22 1.48

0% 50% 50% 1.01 1.22 1.48

0% 75% 25% 1.01 1.22 1.48

0% 100% 0% 1.01 1.22 1.48

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AIFS Case Study Solutions