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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