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Derivatives and Risk Management, 1st Edition
book

Derivatives and Risk Management, 1st Edition

by Sundaram Janakiramanan
May 2024
Intermediate to advanced content levelIntermediate to advanced
542 pages
27h 26m
English
Pearson India
Content preview from Derivatives and Risk Management, 1st Edition
 Derivatives and Risk Management
U.S. dollars to buy Indian rupees on March 27. ey would therefore enter into a short futures contract to sell the
U.S. dollars and buy Indian rupees using the USD–INR futures contract.
Solution to Problem 9.2
Since each contract size is USD 1,000, Ram Textiles will take a short position in 500 USD(INR contracts with expiry
on March 27. Ram textiles will receive 48.6532 × 500,000 = INR 24,326,600 on March 27, irrespective of the spot rate
of exchange on that date.
Raj Mohan has sons working in the USA, and each month his son Prem sends USD 2,000 to Raj Mohan. On
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Publisher Resources

ISBN: 9781299447547Publisher Website