Question

Assume the current Euro-Dollar exchange rate is 0.9 EUR/USD. Based on your analysis you expect the...

Assume the current Euro-Dollar exchange rate is 0.9 EUR/USD. Based on your analysis you expect the Euro to depreciate. What is your trading strategy? Discuss. How much would you invest in this strategy?

Homework Answers

Answer #1

Answer-

The Euro-Dollar exchange rate is 0.9 EUR/USD.

As the anticipation is that Euro is likely to depreciate one should go short on the currency Euro. By going short on Euro currency and once the Euro depreciates there will be gains on covering the position.

The anticipation of depreciation of Euro would be less than 0.9 Euro / USD ie. 0.91 EUR / USD for example ie. one needs more euros to buy dollars.  

The short positions in currency gets benifitted when the currency depreciates however if the currency appreciates one would incur losses and going long on a currency makes gains when the currency appreciates.

Know the answer?
Your Answer:

Post as a guest

Your Name:

What's your source?

Earn Coins

Coins can be redeemed for fabulous gifts.

Not the answer you're looking for?
Ask your own homework help question
Similar Questions
Assume the current Euro-Dollar exchange rate is 0.9 EUR/USD. Based on your analysis you expect the...
Assume the current Euro-Dollar exchange rate is 0.9 EUR/USD. Based on your analysis you expect the Euro to depreciate. What is your trading strategy? Discuss. How much would you invest in this strategy?
Assume the current Euro-Dollar exchange rate is 0.9 EUR/USD. Based on your analysis you expect the...
Assume the current Euro-Dollar exchange rate is 0.9 EUR/USD. Based on your analysis you expect the Euro to depreciate. What is your trading strategy? Discuss. How much would you invest in this strategy? Note: Not missing any other info or graphs.
Today the current EUR to USD exchange rate is 1 EUR = 1.19 USD. According to...
Today the current EUR to USD exchange rate is 1 EUR = 1.19 USD. According to the Bloomberg consensus estimate, the EUR to USD exchange rate in four years is forecasted to be 1 EUR = 1.31 USD. You begin with 100 USD today and will invest in a European security that provides 10% annual returns (in EUR). Using this information, answer the following six (6) questions. 1) Is the USD forecasted to appreciate or depreciate relative to EUR? a)...
You are a U.S.-based treasurer with $1,000,000 to invest. The dollar-euro exchange rate is quoted as...
You are a U.S.-based treasurer with $1,000,000 to invest. The dollar-euro exchange rate is quoted as $1.20 = €1.00 and the dollar-pound exchange rate is quoted at $1.80 = £1.00. If a bank quotes you a cross rate of £1.00 = €1.50 how much money can you make via triangular arbitrage (in terms of dollars)? • 1,160,000 • 0 • 500,000 • 250,000 Can you tell me if my math is correct? Answer is 0 Steps: Convert USD 1,000,000 to...
The current USD/EUR exchange rate is 1.4050 dollar per EUR. The six month forward exchange rate...
The current USD/EUR exchange rate is 1.4050 dollar per EUR. The six month forward exchange rate is 1.3600. The 10-month USD interest rate is 7% per annum continuously compounded. Estimate the 10-month EUR interest rate. Answer with 4 digit decimal accuracy.
5) (3 pts) Assume the direct exchange rate on the Euro is $1.123/1 Euro, and the...
5) (3 pts) Assume the direct exchange rate on the Euro is $1.123/1 Euro, and the direct exchange rate on the Australian dollar is US$0.663/1 AUD, what is the cross rate of the Euro with respect to Australian dollars. That is, how many AUD are equal one euro? (2 pts) If the direct exchange rate on the Euro is trading at $1.094 / 1 EUR, how much would it cost to buy a widget from Germany for 60 Euros? (2...
Japanese Yen to Canadian Dollar 78.87 JPY/CAD United States Dollar to Euro 1.16 USD/EUR Swiss Franc...
Japanese Yen to Canadian Dollar 78.87 JPY/CAD United States Dollar to Euro 1.16 USD/EUR Swiss Franc to Canadian Dollar 0.69 CHF/CAD Swiss Franc to Euro 1.08 CHF/EUR. Determine the implied USD/JPY cross rate. (2 POINTS) Suppose that the JPY to USD exchange rate is 111 JPY/1 USD. Is there any arbitrage opportunity? Explain in words why you think that is the case. (2 POINTS) Assume you have 520 JPY. What is your profit in JPY, (show your calculations)? (2 POINTS)
The direct quotation for EUR dollar is 1.15 USD. The annual forward premium is 7%. a)...
The direct quotation for EUR dollar is 1.15 USD. The annual forward premium is 7%. a) Do you expect the USD to appreciate or depreciate? b) What is the 180-day forward rate on a contract to purchase USD with EUR?
Construct cross-rate for bid & ask prices IF dollar-euro exchange rate is USD1.25 = EUR1.00 and...
Construct cross-rate for bid & ask prices IF dollar-euro exchange rate is USD1.25 = EUR1.00 and the dollar-Yen exchange rate is JPY200 = USD1.00. What is the EUR-JPY cross rate? USD equivalent Country BID ASK Switzerland (Franc) CHF $0.65/CHF $0.68/CHF Euro € $1.15/€ $1.2/€ Triangular Arbitrage Helen Depp, who trades at an FX cubicle in a big bank in UK notices the following exchange rates of the USD per pound and USD per euro. $1.2195/€ or €0.82/$ $1.2262/£     or £0.8155/$...
6. Assume that the current dollar-Euro exchange rate (E$/€) is equal to 1.05, the real exchange...
6. Assume that the current dollar-Euro exchange rate (E$/€) is equal to 1.05, the real exchange rate (qus/Eur) = 1.26, the price level equals 1 in the U.S. and 1.2 in Europe. Assume that relative PPP holds. a. If inflation is 4% in the U.S. but 1% in Europe, what will be the price levels in the U.S. and Europe a year from now? b. Given your answer to part a, what will be the nominal exchange rate (E$/€) a...