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    Exam 7: Futures and Options on Foreign Exchange
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    The Implicit SF/$ Exchange Rate at Maturity of a Swiss
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The Implicit SF/$ Exchange Rate at Maturity of a Swiss

Question 12

Question 12

Multiple Choice

The implicit SF/$ exchange rate at maturity of a Swiss franc/U.S.dollar dual currency bonds that pay $581.40 at maturity per SF1,000,is


A) SF0.58/$1.00
B) SF1.58/$1.00
C) SF1.72/$1.00
D) SF1.95/$1.00

Correct Answer:

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