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On January 2 of a particular year, an American firm decided to close out its account at a Canadian bank on February 28. The firm is expected to have 5 million Canadian dollars in the account at the time of the withdrawal. It would convert the funds to U.S. dollars and transfer them to a New York bank. The relevant forward exchange rate was $0.7564. The March Canadian dollar futures contract was priced at $0.7541. Determine the outcome of a futures hedge if on February 28 the spot rate was $0.7207 and the futures rate was $0.7220. All prices are in U.S. dollars per Canadian dollar. The Canadian dollar futures contract covers CD 100,000.
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Project Expected Return Risk
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Also, explain how the transaction can be fairly priced, which you can assume it is, even though the implied forward rate is the same for both maturities.
Write a report including the following, sections: Abstract. Introduction. Theoretical Analysis (pdf of 'Y and function that transforms uniform random variable to Gaussian random variable.
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