A U.S. FI wishes to hedge a €10,000,000 loan using euro currency futures. Each euro
futures contract is for 125,000 euros, and the hedge ratio is 1.40. The loan is payable in
one year in euros.
What type of currency hedge is necessary to protect the FI from exchange rate risk? A.
Buy € currency futures.
B. Sell € currency futures.
C. Finance the loan with € deposits.
D. Finance the loan with Eurodollar deposits.
E. Either B or D.
Answer:
On December 31, 2001 Historic Bank had long positions of 200,000,000 Japanese Yen
and 50,000,000 Swiss Francs. The closing exchange rates were ¥92/$ and Swf1.89/$.
What were the respective positions of the two currencies in dollars? A. $2,173,913 and
$94,500,000.
B. $18,400,000,000 and $26,455,026.
C. $2,173,913 and $26,455,026.
D. $18,400,000,000 and $94,500,000.
E. None of the above.