orrect Answers 0010498566 104986 dfp1 134092322222055 10499 d 134092322222055

Orrect answers 0010498566 104986 dfp1 134092322222055

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orrect Answers 0.010498566 1.04986% dfp#1 = 1.3409/(232.2222*0.55) = 1.0499% d = 1.3409/(232.2222*0.55) = 0.010498566 or 1.04986% fp#1 0 / 0 pts Question 23 Calculate the return on the Chinese investor's long margined position in Sinopec during holding period, HPR . ( 0pts ) fs You Answered You Answered orrect Answers orrect Answers (215.0733-232.2222+1.3409)/(232.2222*0.55)=12.2768% -12.3768% -0.123768 0 / 0 pts Question 24 Unanswered Unanswered Consider Foreign Portfolio#1 ( fp#1 ) , and state the relevant exchange rate for the Chinese investor: ( 0pts ) CNY/PEN orrect Answer orrect Answer PEN/CNY CNY/USD PEN/USD
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0 / 0 pts Question 25 15-Mar : Calculate the cross-rate for the Chinese investor. Round to the highest pip and place the appropriate identifier at the end as CYN/PEN or PEN/CYN . ( 0pts ) You Answered You Answered orrect Answers orrect Answers 2.0837 CNY/PEN Date USD/CNY USD/PEN PEN/CNY 15-Mar 0.1506 0.3138 2.0837 PEN/CNY = 0.3138/0.1506 = 2.0827 0 / 0 pts Question 26 10-May : Calculate the cross-rate for the Chinese investor. Round to the highest pip and place the appropriate identifier at the end as CYN/PEN or PEN/CYN . ( 0pts ) You Answered orrect Answers orrect Answers 2.0511 CNY/PEN 0.3011/0.1468= 2.0511 CNY/PEN
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0 / 0 pts Question 27 Calculate the return on the foreign currency position and state with the proper identifier for the Chinese investor, fx#1 . ( 0pts ) You Answered You Answered orrect Answers orrect Answers -1.5634% fx#1 = (2.0511-2.0837)/2.0837 = - 1.5634% 0 / 0 pts Question 28 Unanswered Unanswered The return on fx#1 indicates that: ( 0pts ) The yuan has appreciated against the sol orrect Answer orrect Answer Yuan has depreciated against the sol 0 / 0 pts Question 29 Determine the return on the Chinese investor's foreign portfolio , R , after converting back to the yuan. ( 0pts ) fp#1 You Answered You Answered orrect Answers -0.123768-0.015634(1-0.123768) = -13.7467% -13.7467%
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R = -0.123768-0.015634*(1-0.123768) = -13.7467% fp#1 0 / 0 pts Question 30 Answer 1: Answer 2: Calculate the relevant cross-rates for the Chinese investor for each week , 15-Mar through 10-May . Show only the rates for the selected time periods. ( 0pts ) _______ = t _______ = t _______ = t : : _______ = t _______ = t o 1 2 7 8 (You left this blank) You Answered You Answered 0.3138/0.1506 = 2.0837 CNY/PEN orrect Answer orrect Answer 2.0837 CNY/PEN orrect Answer orrect Answer 2.0837 orrect Answer orrect Answer
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Answer 3: Answer 4: Answer 5: (You left this blank) You Answered You Answered 0.3003/0.1502 = 1.9993 orrect Answer 1.9993 orrect Answer orrect Answer 1.9993 CNY/PEN orrect Answer orrect Answer (You left this blank) You Answered You Answered 0.2793/0.1519 = 1.8387 orrect Answer orrect Answer 1.8387 orrect Answer orrect Answer (You left this blank) You Answered You Answered 0.2985/0.1575 = 2.3975 orrect Answer orrect Answer 2.3975 orrect Answer orrect Answer (You left this blank) You Answered You Answered 0.3205/0.1524 = 2.0511 orrect Answer 2.0511 orrect Answer orrect Answer 2.0511 CNY/PEN orrect Answer orrect Answer
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USD/CNY USD/PEN CNY/PEN 0.1506 0.3138 2.0837 0.1502 0.3003 1.9993 0.1519 0.2793 1.8387 0.1575 0.2985 1.8952 0.1524 0.3205 2.1030 0.1558 0.3079 1.9763 0.1558 0.2626 1.6855 0.1376 0.3299 2.3975 0.1468 0.3011 2.0511 0 / 0 pts Question 31 The standard deviation of the relevant fx rate for the Chinese investor is: ______ (use the appropriate identifier at the end of your answer: % or X ). ( 0pts ) #1 You Answered You Answered orrect Answers 17.4880% 17.488%
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CNY/PEN FX ROPC -0.04047249 -0.08033902 0.03074353 0.10963281 -0.06027849 -0.14712569 0.42244870 -0.14449842 0 / 0 pts Question 32 The standard deviation of Sinopec for the Chinese investor's long position is _______. (use the appropriate identifier at the end of your answer: % or X ). ( 0pts ) You Answered orrect Answers orrect Answers 2.1143%
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