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Finance Chapter 27 Convertible Currencies Are Traded World Currency Markets
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Finance Chapter 27 Convertible Currencies Are Traded World Currency Markets
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April 21, 2023
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(2)
Economic and legal differences
(3)
Language dif
ferences
(4)
Cultural differences
(5)
Government roles
(6)
Political ri
sk
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B
C
D
E
F G H
I
J
1/15/2015
A
multinational corporation i
s one that operates in tw
o or more
countries.
Firms expand into other countries:
To seek new
markets.
(1)
Currency
differences
Chapter 27. Mini Case for Multinational Finan
cial Manageme
nt
a. What is a multinati
onal corporation? Why
do firms expand into other countries?
b. What are the six major f
actors w
hich distinguish multinational
financial management from fi
nancial
management as practiced by
a purely
domestic firm?
c. Consider the follow
ing il
lustrative exchan
ge rates.
With the grow
th in demand for exotic f
oods, Possum Products’ CEO Michael M
unger is considering
expanding the geographic footprint of its line of
dried and smoked low
-fat opossum, ostrich, and venison
jerky
snack packs. Historically
, jerky
products hav
e performed w
ell in t
he southern United States, but there
are indications of a grow
ing demand for t
hese unusual delicacies in Europe. Munger recognizes that the
expansion carries some risk–Europeans may
not be as accepting of opossum jerky
as initial research
home currency
(the home currency
is the U. S. Dollar in this
example).
rates are usually
calculated from direct
or indirect rates.
That is, on t
he basis of U.S. dollar exchange rates.
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F G H
I
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Euro
Swedish krona
Cross rate betw
een kronor and euros (Euro per krona) is recipical of
krona per euro cross rate:
Cross Rate = SEK/EUR
=
1
÷
EUR/SEK
A
cross rate is the exchange rate betw
een any
tw
o currencies not involv
ing U.S. dollars. In pract
ice, cross
(1) What is a direct quotation? What is t
he direct quote for euros?
(4) What is a cross rate? Calculate t
he tw
o cross rates betw
een euros and kronor.
1.2500
7.0000
Indirect quotations are the reciprocal of
the direct quotation, and direct
quotations are the reciprocal of the
indirect quotation.
(2) What is an indirect quotation? What is the i
ndirect quotation for kronor (the plural
of krona is kronor).
Indirect quotations are are the number of
units of foreign currency
that can be purchased w
ith one unit of
(3) The euro and Briti
sh pound usually
are quoted as direct quotes. Most other currencies are
quoted as
indirect quotes. How
w
ould y
ou calculate the indirect quote for
a euro? How
w
ould y
ou calculate the direct
quote for a krona?
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F G H
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Target Price =
1.75
$
x
1.5
2.0
euros =
2.0
x
8.7500
kronor/euro
Suppose the kronor per dollar exchange rate changes.
The current sy
stem is a fl
oating rate sy
stem.
d. Briefly describe the current international monetary
sy
stem. How
does the current sy
stem differ from
the
sy
stem that w
as in place prior t
o A
ugust 1971?
(5) Assume Pos
sum Products can produce a package of jerky
and ship it to France for $1.75. I
f the firm
w
ants
a 50 percent markup on the product, w
hat should the jerky sell for in France?
Exchange rate risk is the risk that
the value
of a cash flow
i
n one currency
translated from another currency
w
ill decline due to a
change in exchange rates.
(6) Now
assume Possum Products begins producing the same package of jerky
in France. The product costs
2.0 euros to produce and ship to Sw
eden, w
here it can be sold for
20 kronor. What is the dollar profi
t on the
sale?
(7) What is exchange rate risk?
If the U.S. dollar
buy
s few
er unit
s of a foreign currency
in the forw
ard than i
n the spot market, the f
oreign
currency
is sell
ing at a premium.
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F G H
I
J
A
currency
is conv
ertible w
hen the issuing country promises to redeem the currency
at current market rates.
e. What is a convertible currency
? What problems arise w
hen a multi
national company
operates in a country
w
hose currency
is not convertible?
Interest rate parity implies that investors should expect to earn the same return on similar-
risk securities in all
countries:
g. What is interest rate
parity
?
Currently
,
y
ou can exchange 1 euro for 1.2700 dollars i
n the 180-
day
forw
ard mar
ket, and the risk-free rat
e on 180-day
securiti
es is 6 percent in the United States
and 4 percent in France. Does interest rate parit
y
hold? I
f not, w
hich securities
offer the highest
expected return?
f. What is the diff
erence between spot rat
es and forw
ard rates? When is the forw
ard rate at
a premium to the
spot rate? At a discount?
It becomes very
difficult
for multi-nati
onal companies to conduct business because there is no easy
w
ay
to
take profits out of t
he country
.
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F G H
I
J
Implied Direct Forw
ard Rate =
1.2623
Example:
Buy
$1,000 w
orth of
euros in the spot market:
Dollars
x
Spot Indirect Quote (euros/dollar)
A
t end of 180 day
s,
conv
ert euro investment to dollars:
816.00
x
1.27000
dollars per euro
=
$
1,036.32
Calculate the rate of return:
A
U.S. investor could directly
invest in the U.S. security and earn an annu
alized rate of 6%. Alternativ
ely
,
the
Purchasing power parit
y
impl
ies that the level of exchange rates adjusts so that identical goods cost the same
amount in different countries.
i. What impact does relative inflation have on interest rates and exchange rates?
This is higher t
han return on U.S. security
, so French securities have higher returns after
adjusting for exchange rates.
h.What is purchasing power pari
ty
?
If a package of jerky costs $2.00 a liter in the United States and
purchasing power parit
y
holds,
w
hat should be the price of the jerky package in France?
If interest rat
e parity
holds, the computed forw
ard rate w
ould be
the same as the observed
forw
ard rate, so
parity
does not hold.
However, a recent study
,
w
hich controlled for dif
ferences in accounting practices, suggests that capital
structures are more simil
ar across different countries than previously
thought.
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F G H
I
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Eurodollar markets
k. To w
hat extent
do av
erage capit
al structures vary
across different countries?
Intital cost i
n million of
y
en =
¥1,000
¥
Year 1 CF in y
en =
¥500
Use the interest rate parity relationship to estimate the f
uture expected exchange rates:
Maturit
y
(i
n
y
ears)
r
h
r
f
Spot rate
($/¥)
Expected
forw
ard
rate ($/¥)
0
1 2
Cash flow
s
in y
en
-¥1,000
¥500 ¥800
j. Briefly discuss the international capital markets.
Lower
inflation leads to l
ow
er interest rates, so borrow
ing i
n low
-interest countries may appear attractiv
e to
multinational fi
rms. How
ever, currencies in low-
inflation countries tend to appreciate
against those in high-
inflation rate countries,
so the true interest cost
increases ov
er
the life of t
he loan.
Year
l. Using the data below
, evaluate a potential investment by
a U.S. company
in Japan.
Early
studies
suggested that av
erage capit
al structures varied widely among the large industrial countries.
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B
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I
J
Distances are greater.
Credit is more import
ant, because commerce to lesser-developed
countries often relies on credit
.
Inven
tory
decisions can be more complex, especially
w
hen inventory
can be stored in locations
(1) Cash management.
m. Briefly discuss special factors associated wit
h the follow
ing areas of mul
tinational w
orking capital
management.
(2) Credit management.
(3) Inventory
management.