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FINS3616 International Business Finance
创建日期：2024-05-16 14:39:25
所属分类：金融Finance
标签： FINS3616
International Business Finance

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FINS3616 International Business Finance


Instructions:
1. You must complete a Generalised Answer Sheet for this exam.
(a) Complete the top portion of the sheet, providing your family name,
initials, and student number.
(b) You must correctly enter your question booklet’sUnique Exam Num-
ber under the Other Data section of the Generalised Answer Sheet.
2. Your answer sheet will NOT be graded if you do not return the entire
question booklet at the completion of the examination. Do not remove the
staple or separate the pages of the booklet.
3. Only the single student whose full name, student number, AND signature is
written on this question booklet will be graded according to its answer key.
4. This exam paper has 39 pages and consists of 30 multiple choice questions
of EQUAL weight (2 marks each). There is no negative marking.
5. Time allowed: 100 mins (There is no reading time)
6. Total marks available: 60 marks (worth 25% of the overall course grade)
7. A ONE MARK penalty will be applied for failing to correctly enter both
your unique exam number and other details on the answer sheet.
Signature:
Equations
DO NOT DETACH
F (t, d/f) = S(t, d/f)× 1 + id
1 + if
(1)
E(rA) = rf + β [E(rm)− rf ] (2)
annualized rate = de− annualized rate× 360
N
× 100 (3)
E [S(t+ k, d/f)] = S(t, d/f)× 1 + id
1 + if
(4)
fmr(t+ k) =
S(t+ k)− F (t)
S(t)
(5)
exr(t+ k) =
S(t+ k)
S(t)
[1 + if ]− [1 + id] (6)
P (t) =
N∑
i=1
wiP (t, i) (7)
PI(t+ k) =
P (t+ k)
P (t)
(8)
1 + pi(t+ 1) =
P (t+ 1)
P (t)
(9)
S(t, d/f) =
P (t, d)
P (t, f)
(10)
1 + s(d/f) =
1 + pid
1 + pif
(11)
RS(t, d/f) =
S(t, d/f)× P (t, f)
P (t, d)
(12)
1 + rep =
1 + i
1 + pi
(13)
DO NOT DETACH
2
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 1
You just moved from the United Kingdom to Switzerland to go to school at the
University of Zurich for 7 months (210 days). Upon opening a bank account,
you realise that interest rates here are much higher than they are in the United
Kingdom. Lucky for you, you don’t need to incur any debt while you are in
Switzerland. However, you will need to invest some money.
You have two options: you can either invest in the United Kingdom where annu-
alised 7 month rates are currently 3.5% or you can convert your British pounds
into Swiss francs (with a current spot rate of GBP1.2829/CHF and invest in an
annualised 7 month rate of 7.4%.
Given this information, what is the annualised forward premium or discount that
the Swiss franc should trade at against the British pound in the 210-day forward
market as implied by interest rate parity?
a. 3.82% premium
b. 3.82% discount
c. 3.74% discount
d. 3.77% premium
e. 3.63% discount
Question 2
You live in Australia and want to try to make some money through interest rate
arbitrage abroad. You notice the following rates quoted online:
Bid Ask
Spot exchange rate AUD 1.1858/USD AUD 1.1899/USD
270-day Forward exchange rate AUD 1.2584/USD AUD 1.2632/USD
270-day USD interest rate 6.70% p.a. 6.92% p.a.
270-day AUD interest rate 8.82% p.a. 9.30% p.a.
What will your profit (in AUD) be 270 days from now if you borrow AUD7 million
and invest in the United States then convert back to the Australian dollar?
a. AUD 271,117
b. AUD 306,495
c. AUD 286,725
d. AUD 357,533
e. AUD 324,139
Exam code: 8008135 1
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 3
Suppose the current spot exchange rate between the U.S dollar (USD) and the
Canadian dollar (CAD) is USD0.7346/CAD. You estimate the beta of buying
Canadian dollar forward with U.S dollar and subsequently selling Canadian dollar
for U.S dollar in the spot market to be 0.8. You also estimate the expected rate of
return on the market portfolio in excess of the risk-free interest rate to be 9.0%.
What is the expected spot rate in one year given a one year forward rate of
USD0.6856/CAD?
a. USD0.7875/CAD
b. USD0.7385/CAD
c. USD0.7312/CAD
d. USD0.7840/CAD
e. USD0.7350/CAD
Question 4
What does the ’carry trade’ term mean?
a. Borrow in the domestic currency to earn only the higher yield of the dollar
implied by the regression.
b. None of these explanations define the term ’carry trade’.
c. Borrow in the foreign currency to earn both the higher yield and the expected
capital appreciation of the dollar implied by the regression.
d. Borrow in the domestic currency to earn both the higher yield and the
expected capital appreciation of the dollar implied by the regression.
e. Borrow in the foreign currency to earn only the expected capital appreciation
of the dollar implied by the regression.
Exam code: 8008135 2
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 5
Suppose the current one-year interest rate in Brazil is 10.00% while a similar
one-year rate in Bolivia is 3.00%. You estimate the beta of making an unhedged
investment of Brazilian Real in the Bolivian Boliviano money market to be 1.75.
What is the beta of purchasing Bolivianos one-year forward with Real and selling
Boliviano in the spot market in one-year?
a. 1.70
b. 1.80
c. 1.61
d. 1.93
e. 1.59
Question 6
Assume that CHF14,053 is the current price level in Switzerland, while CAD15,698
is the current price level in Canada for an equivalent bundle of goods.
Given a spot exchange rate of CHF1.0494/CAD, what is the internal and external
purchasing power of CHF0.60 million? Is the Swiss franc overvalued or underval-
ued relative to the Canadian dollar?
a. 38.22 consumption bundles; 40.69 consumption bundles; undervalued
b. 40.69 consumption bundles; 38.22 consumption bundles; overvalued
c. 42.70 consumption bundles; 36.42 consumption bundles; undervalued
d. 38.22 consumption bundles; 40.69 consumption bundles; overvalued
e. 42.70 consumption bundles; 36.42 consumption bundles; overvalued
Exam code: 8008135 3
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 7
You are considering two job offers, one in France and one in Switzerland. The
position in France pays EUR184,000 per year. The price level for a basket of
goods in France is EUR22,074 and CHF18,223 for an equivalent basket of goods
in Switzerland. The current spot rate is EUR1.1445/CHF. Assume that you are
otherwise indifferent between these two locations.
How much would the job in Switzerland need to pay you to make you equally well
off as the job in France?
a. CHF151,900
b. CHF160,769
c. CHF210,588
d. CHF149,226
e. CHF222,884
Question 8
The American Consumer Price Index (CPI) is currently 159.3 and the French CPI
is currently 164.1. Economists expect that in one year the American CPI will be
169.4 and the French CPI will be 177.7. The current spot exchange rate between
the two countries is EUR0.8158/USD.
If relative purchasing power parity holds, what is the expected spot exchange rate
in one year?
a. EUR0.8307/USD
b. EUR0.7777/USD
c. EUR0.8011/USD
d. EUR0.8816/USD
e. EUR0.7919/USD
Exam code: 8008135 4
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 9
If ________ holds, then the real exchange rate is equal to 1.
a. uncovered interest rate parity
b. covered interest rate parity
c. the Fisher Effect
d. relative purchasing power parity
e. absolute purchasing power parity
Question 10
A local restaurant serves German (or at least as close to it as you can get in
Sydney) food prepared from local ingredients. They do, however, import several
brands of beer (bier) directly from Germany. Currently the average price they pay
for the beer is EUR34.82 per case. Last year the restaurant purchased 1,495 cases.
The restaurant had revenues (net of other costs) of AUD104,800 and they expect
that revenue to increase with the local rate of inflation, 4.1%, over the next year.
The price of German beer is expected to increase at the rate of German inflation,
1.7%. The current exchange rate is AUD1.2691/EUR and remained unchanged
from last year.
If the Euro experiences a real appreciation of 9.9% relative to the Australian dollar
this year, and if the restaurant purchases the same amount of beer as last year,
by how much will real profits change?
a. -12.22%
b. -17.17%
c. -13.48%
d. -16.88%
e. -12.56%
Exam code: 8008135 5
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 11
Assume that the Euro (EUR) futures price for September is $1.80. Given that
125,000 units are in a Euro futures contract, the seller of Euro futures will receive
______________ on the delivery date.
a. $125,000.0
b. $225,000.0
c. $69,444.4
d. $117,444.4
e. $405,000.0
Question 12
Which one of the statements below is TRUE regarding the features of currency
forward and currency futures contracts?
I. Forward contracts are over-the-counter contracts that can be customized
based on the hedger’s need.
II. Counter-party risk is limited in futures contract because of the margin re-
quirement and marking-to-market practice.
III. In futures markets, losses and profits are recognized on a daily basis.
IV. A company can negotiate the delivery date on a futures contract to make
the currency be delivered on the date it desires.
a. I, II, and III
b. I, II, and IV
c. I, III, and IV
d. II, III, and IV
e. I, II, III, and IV
Exam code: 8008135 6
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 13
An Canadian company has purchased currency put options to hedge a 200,000
Australian dollar (AUD) receivable. The premium is CAD0.0154 and the exercise
price of the option is CAD0.7750. Assume that the spot rate at the time of
maturity is CAD0.8204.
Ignoring the time value of money, what is the net amount received by the company
if it acts rationally?
a. CAD161,000
b. CAD167,160
c. CAD164,080
d. CAD155,000
e. CAD151,920
Question 14
Which of the following is false regarding options?
I. The writer of a call option has the obligation to purchase the underlying
currency from the option purchaser if the option is exercised.
II. The purchaser of a call option has the right to purchase the underlying
currency at the strike price
III. The purchaser of a put option has the right to sell the underlying currency
at the strike price.
IV. The writer of a put option has the obligation to purchase the underlying
currency from the option purchaser if the option is exercised
a. I
b. II
c. III
d. IV
e. None of the above. All statements are correct.
Exam code: 8008135 7
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 15
A put option is available for Swiss franc with an exercise price of AUD0.7268 and
a premium of AUD0.0220. Assume that there are no brokerage fees.
The future spot rate at which the _____________ of the option breaks even
is AUD_______ .
a. buyer; AUD0.7488
b. buyer; AUD0.7048
c. seller; AUD0.7048
d. Both a and c are correct.
e. Both b and c are correct.
Question 16
Consider the following fixed-for-fixed currency swap in Euros and British pounds.
The notional principals are GBP67,914,000 and EUR63,000,000, and the GBP
rate is 5.50% while the EUR rate is 3.75%. Payments are made semiannually, and
the current exchange rate is GBP1.0780/EUR. What are the interest payments
each period?
a. EUR1,732,500; GBP1,273,388
b. EUR1,273,388; GBP3,465,000
c. EUR1,181,250; GBP1,181,250
d. EUR1,867,635; GBP1,181,250
e. EUR1,181,250; GBP1,867,635
Exam code: 8008135 8
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 17
Consider the following fixed borrowing rates available to Brady Corp and to Grey
Corp in both the U.S. dollar (USD) and the Euro (EUR):
USD rate EUR rate
Brady Corp 10.00% p.a. 16.90% p.a.
Grey Corp 7.50% p.a. 11.30% p.a.
One firm has an absolute advantage in borrowing in both currencies. Assume
that each firm borrows at its comparative advantage and then enters into a swap
with a financial intermediary. Under the swap, the financial intermediary makes
the payments to the firms that each need to cover the loans borrowed at their
comparative advantages. In exchange, the financial intermediary requires payment
at 16.40% p.a. in the Euro from the firm that has a comparative advantage in
borrowing the U.S. dollar, while also requiring payment at 6.60% p.a. in the U.S.
dollar from the other firm.
What is the net benefit to the intermediary from such a swap?
a. 1.55% p.a.
b. 3.10% p.a.
c. 9.80% p.a.
d. 1.70% p.a.
e. This swap would be a net loss to the financial intermediary.
Question 18
Consider currency swaps. Which statement below is NOT TRUE?
a. Both counterparties can benefit from a swap even if one counterparty has
the comparative advantage in all types of borrowing.
b. The differences in how credit risk is priced gives rise to comparative advan-
tage in borrowing through swaps.
c. When an intermediary is involved in a swap, the intermediary assumes the
counterparty risk for both ends of the transaction.
d. All currency swaps have an NPV of zero when the contract is signed.
e. None of the above. All of the statements are correct.
Exam code: 8008135 9
FINS3616 2019 T1 Midterm 2 Review Exam code: 8008135
Question 19
Which of the following is NOT TRUE with respect to MNCs management of
transaction exposure?
a. An MNCmay decide not to hedge if its inflow currencies are highly correlated
with its outflow currencies.
b. Generally, decisions on whether to hedge, how much to hedge, and how to
hedge will vary with the MNC management’s degree of risk aversion.
c. MNCs generally perceive their foreign exchange management as a profit
centre.
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MOEC0021 STA 106 ENGG 1300A ENGG 1300 OLET1139 STAT 3503 STAT 206 FEM11149 ELEN 4720 COMP20003 SOLA1070 CS574 C11CS LINB29H3 MAST90083 ECON7200 STAT 610 LINB29 DSM-5 COMP3161 EEEN40010 MATH 4431 K353 STA 3386 IERG4300 COMS W4167 ENG5298 AMME 2302 CS3910 COMPSCI 320 STATS 369 GR5242 COSC 328 CSCI435 MGTS1301 INFS2200 COMP3900 CIS 375 Module AE03 COMP3121 CS260 HAM503 MGMT5050 INT3075 COSC 285 GEOL0029 GEGE2X01 STAT1201 MATH1061 MMF1941H STAT 5060 CS 520 COMP 4320 MSIN0104 000T FINS3648 ECMT2160 ECON4003 Phys 129L CSE 142 CS 3130 MGEB01 EECS 340 Finance (20443/20444) ECMM149 COMP5310 EEEN60180 CSC 111 AT2 CSCI 4430 STAB57 MA/CSC 427 MATH322 D100 CSCI544 CITS3004 CI6227 CSE 565 APCO 1P01 852L1 ELEC S411F COMP3207 STATS330 ECON7530 FIT5149 CSI4104 CMPT 371 COMP201 SEHS4696 FI4003 MATH6182 CG1 WS MATH401 MGT 205 QTM 110 COMP 0137 MACE12201 FIT5210 ECE 544 BISM7206 HUDM 6055 ECON3203 STATS 210 MSCI 570 MATH6173 COMPSCI4039 Accounting COM3503 AOE2024 ECON213 PSYC10004 Control Data 100/200A PHIL2617 PHYS3116 MIE250 BCPM0008 ECN 620 QBUS6830 ECSE-415 ECON5102 MGMT20005 MAT 653 ECO 480 COMP 5/600 CSSE 5600 ME 571 7CCMMS61 CS 550 COMP2865 MATH3075 STATS 506 QTM 220 ISYS2120 FIT5106 STAT 153 MKTG3112 ECON2102 ELE2018 COMP3031 MSIN0010 SCC461 MATH237 CS246 CSC3065 CSE 101 ICTWEB411 COMP9313 ECOS 2025 FN620 MATH11111 MATH 3018 KE1068 FINA 6112 C++ MISM 6202 MSIN0105 CSC8631 MECO6935 COMP4121 ACCT2011 DPBS1150 EEL 3701C F19PL OPM 661 CSE 310 CS918 BIOL30001 ACCT3563 BANK3600 MET CS622 MATH367 ACCT5907 Continuing COMP5048 COMP61021 CS3334 GSOE9210 CSCI-570 COMP 5322 HW 2 ALY-6020 IEOR 4706 DATA 200 EBUS504 CGE12412 COMP4108 7SSMM800 ECMM171P MATE50002 CS225 RS 6003 BH2274 ELEC3111 MAT6669 ECON-UA 227 PHIL 1012 7SSMM603 TB028A P6 ECS708 CSC 427 CS6476 CSE 250A A1A2 ITS61504 EECS 376 model HW6 UV0010 ECON 6074 MG4F7 CMP-7030Y INFO3008 BFIP013 ECON 5068 MATH6002 CS3483 PSTAT 131 C31FM CSOR W4246 AAEC 5307 DATA ELEC362 COMSM0047 ECN6006 MA20224 BST351 MATH 323 MATH323 AA2021 COMP3811 COMP2013 IB9X60 INVP001 EMATM0051 COMP220 BLAW1002 E20 TCP8001 ECON61001 EART40005 ECONM1022 MATH 365 MATH 367 ELEC6218 COMP 5812M EDUC 5061M ELEC ENG 1101 equation MATH6174 ST334 C4 EC9570 A33648 EBUS603 ECON47815 stata WFMS0001 PEM102 INF6060 ionically ELECTRICAL MATH 375 MMW 12 MKTG860 ECON60401 ALY6010 SOST20131 Introduction COM3524 MME2 GGR305 JNB 538 EECS101 COMM5030 IEOR E4601 2B CSC336 EN2315 LAW 432 CSC263 MATH2001 OLET1143 CSCB63 SIT772 COMM1170 STAT 441 MS930 INFT3050 GLBH0030 Stat 120B MAST10007 MGEC61 Machine GGR 252H1S ECON7030 Financial Marketing MGMT30019 ECON5120 SDSC 8009 CSC165H1S DSCI 551 3081W ACM41000 ECA 5304 MATH 1064 ECSE444 DATA 604 COMP7105 MIE1615 ECON4004 ENV200H1S EC481 MKT 306 EC1B1 MATH08051 ALY6140 CS260C CSE30 MSIN0226 CS4103 CSC3064 AM16 COMP11212 CSE4101 PSTAT 174 Math 380W CNT 5106C STAT 310 FIN2028 CS5014 STAT 425 COMP 4102A ELEC2140 MANF9544 QRM 9 QRM 8 ECON 457 COMPSCI 4091 MATH 523 DNSC-4211 PEAS 6000 MSIN0180 COMP2119 A2A HT 2022 IB93F0 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ACCOUNTING BUSS1040 CHEM 181 MAT136H1 GY 6183 COMP3170 AGRI90089 PHYSICS 1002 ECON10003 IEOR E4004 ACS61012 MATH 40550 MKTG2113 TELE4653 ENSC1004 ECE 232E MK726 MTRX2700 SHEET 3 CSCA08 COMP30027 Math 2XX3 statistic MMAN3200 BISM7213 ECMM109 ECON 2022 FNCE 20005 GR5067 CSCB09 ME 3017 CS 5100 PHYS 2903 COMS 4771 COMP222 COMP 1046 CSC148H1 ISYS2038 FINS2615 OT5206 COMP2048 A6 MECH5770M MA826/20 CMPT 726 STA457 INFS6071 INFS588 integral ECON 216 IRDR 0017 MA323 PA 15213 PSYC2001 ENV222 Statistics ACCT5930 ACCT12 LAND2121 ME 5405 COMM1180 TELE3113 A7 ECE 568 ACCT2019 INFS1200 ENGG1340 CS 1400 ASST3 FINM7409 SWEN30006 INFO2222 FIN20150 SOSS1000 CSSE7231 FINS5513 COMS3200 CECN 702 ECON4060H MN3515 HW2 PSYA02H3 ECON 2112 COMP90051 CS 1652 MA30059 AF1605 MKTG7501 ECO-6003B COM4521 CTM ECON3350 COMP 3804 ELEC9762 BISM 7255 ST22 MATH20014 MNE3122 COMP343 MATH5165 ELE7029 ENGR30002 SEEM3500 ECON7350 RISK5002 FINM7405 COMP90059 MOS 3320B STAT 431 BISM7221 MATH3014 MTH783P EBA 35302 ACS133 BUS2206 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FN1024 MATH0094 MANG 6554 ECOS3003 ELEC6252 C2511C PHY328 EC1060 ECON32202 COMP4002-E1 MATH3063 EFIMM0124 QBUS2310 ECON4411 FUNDAMENTALS ACCT20001 18YX RPM COMP 2711 QBUS6600 BUSS5221 ST3189 FIT1047 MAT344 EGB375 MATH60013 MATH96011 COMP3557 MAST20029 ECM159 EAE1011 ENSCEN 105 SECTION A STA 141C SOSE 2022 PAM006 COMP0048 M40007 ISOM2500 CMPE 142 A06472 MCC150 ACST 8083 GEOG6087 ECON920 FINM7008 ENVENG 4110 COMPSCI 361 ENGRCEE 21 PHYS 1112 ACF2100 ECMM108 COMPS267F MAT00050M MAST30025 CSIT970 MSCI 224 INT202 PUBL0054 MSDM5004 BMAN 21020 BMAN21020 MGMT1002 MATH11150 LAWS7023 ACTL30002 CIVL3340 MATH1002 ECON 8069 COMPSCI 351 IBUS7302 STAT4528 CHEM1101 STAT3925 BUSN 7008 Comp 3120 ECOS2040 SWEN90010 ENGN6528 ECM158 ECON20022 COMP6452 Calculation CITS1401 S1889112 BUS 351 ACTL30008 FIT2091 ECON6002 IBUS6020 PHI 001 ECON30290 MATH7501 ECON10004 MFIN7017 ISYS90043 LAWS7012 ECON30025 COMP30023 COMM1190 ECOM20001 GSBS6009 STAT 337 EMET8002 ECOM90001 ECOM30001 FINC 2012 BUSINESS ENGCV512 ECO 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