fbe436 hw4 solution

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Unformatted text preview: 11.20968 13-Nov 11.43387 14-Nov 11.57680 15-Nov 11.51891 16-Nov 11.69169 17-Nov 11.63324 \$ Value \$45,871.56 \$45,711.57 \$45,484.15 \$45,758.70 \$44,751.79 \$44,308.70 \$44,983.45 \$44,604.31 \$43,729.72 \$43,189.85 \$43,406.88 \$42,765.40 \$42,980.30 Gains/Losses n.a. -\$159.99 -\$227.42 \$274.55 -\$1,006.92 -\$443.09 \$674.75 -\$379.14 -\$874.59 -\$539.87 \$217.03 -\$641.48 \$214.90 Margin Calls: Dates: 11/7, 11/13, 11/16 Amounts: 1,119.77, 1,022.07, 964.32 All added to the margin account (shown under “Margin”. 7 Margin \$2,293.00 \$2,133.01 \$1,905.59 \$2,180.14 \$1,173.23 \$1,849.91 \$2,524.66 \$2,145.53 \$1,270.93 \$1,753.13 \$1,970.16 \$1,328.68 \$2,507.90 Margin Call \$1,119.77 \$1,022.07 \$964.32 FBE 436 Answers to Problem Set #4 Problem (Old #2.5) #4.7: On February 28, Delta Airlines is trying to decide how to go about hedging €50,000,000 in ticket sales for 6 months. It faces the following market information: Spot Rate (\$/€) Forward Rate (180 days) Futures Price (Sept) € borrowing rate € deposit rate \$ bor...
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