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Financial Management
Management
Shapiro’s Multinational Financial Management, Test Bank
8-1
CHAPTER 8
Currency Futures and Options Markets
EASY (definitional)
8.1 Which one of the following currency futures contracts is currently NOT available?
a) French franc
b) Hungarian forint
c) Czech koruna
d) Norwegian krone
Ans: a
Section: Futures contracts
Level: Easy
8.2 Which of the following has provided a major inducement for speculators to participate in the
futures market?
a) low margin requirements
b) low bid-ask spreads
c) high volume compared to the forward market
d) all of the above
Ans: a
Section: Forward contracts versus futures contracts
Level: Easy
8.3 Options traded in the interbank market are known as
a) listed options
b) exchange-traded options
c) over-the-counter options
d) long-term options
Ans: c
Section: Future contracts
Level: Easy
8.4 Major advantages of futures contracts include the
a) large number of currencies traded
b) extensive delivery dates available
c) freedom to liquidate the contract at any time before its maturity
d) unlimited contract sizes
Shapiro’s Multinational Financial Management, Test Bank
8-2
Ans: c
Section: Advantages and disadvantages of future contracts
Level: Easy
8.5 The major disadvantage of forward and futures contracts relative to options is that the
forwards and futures contracts
a) cannot protect the holder against the risk of adverse movements in exchange rates
b) are more expensive
c) are available only for relatively short maturities
d) eliminate the possibility of gaining a windfall profit from favorable movements in exchange
rates
Ans: d
Section: Advantages and disadvantages of future contracts
Level: Easy
8.6 Suppose the current spot rate for the euro is $1.3427. A call option with an exercise price of
$1.3550 is said to be
a) in-the-money
b) out-of-the-money
c) at-the-money
d) past breakeven
Ans: b
Section: Using currency options
Level: Easy
8.7 Suppose the current spot rate for the pound is $01.7427. A put option with an exercise price
of $01.7550 is said to be
a) in-the-money
b) out-of-the-money
c) at-the-money
d) past breakeven
Ans: a
Section: Using currency options
Level: Easy
MEDIUM (applied)
8.8 The basic difference(s) between forward and futures contracts is that
Shapiro’s Multinational Financial Management, Test Bank
8-3
a) forward contracts are individually tailored while futures contracts are standardized
b) forward contracts are negotiated with banks whereas futures contracts are bought and sold on
an organized exchange
c) forward contracts have no daily limits on price fluctuations whereas futures contracts have a
daily limit on price fluctuations
d) all of the above
Ans: d
Section: Forward contract versus futures contract
Level: Medium
8.9 Suppose the current spot rate for the Australian dollar is U.S.$0.8321. The intrinsic value of
an A$50,000 call option with an exercise price of U.S.$0.8195 is
a) $0
b) $630
c) $740
d) $2,340
Ans: b
Section: Option pricing and valuation
Level: Medium
8.10 The time value of a European option
a) is always positive for an out-of-the-money option
b) is always positive for an in-the-money option
c) is always positive for an at-the-money option
d) decreases with the time that remains until the option expires
Ans: a
Section: Option pricing and valuation
Level: Medium
8.11 You can speculate on pound depreciation by
a) selling pound futures and buying a pound call option
b) buying pound futures and a pound put option
c) selling pound futures and a pound put option
d) none of the above
Ans: d
Section: Using forward or futures contracts versus options
Level: Medium
Shapiro’s Multinational Financial Management, Test Bank
8-4
DIFFICULT (applied)
8.12 Suppose you are holding a long position in a euro futures contract that matures in 76 days.
The agreed-upon price is $1.15 for 125,000 euro. At the close of trading today, the futures price
has risen to $1.155. Under marking to market, you now
a) hold a futures contract that has risen in value by $1,250
b) hold a futures contract that has fallen in value by $625
c) will receive $625 and a new futures contract priced at $1.155
d) must pay over $1,250 to the seller of the futures contract
Ans: c
Section: Computing gains, losses and maintenance margins
Level: Difficult
8.13 Suppose that the interbank forward bid for March 20 on Swiss francs is $0.7827 at the
same time that the price of IMM Swiss franc futures for delivery on March 20 is $0.7795. How
much of an arbitrage profit could a dealer earn per March Swiss franc futures contract of SFr
125,000?
a) $400
b) $68
c) $215
d) $58
Ans: a
Section: Arbitrage between the futures and forward markets
Level: Difficult
8.14 Suppose it is May 1998 and the current spot rate for the DM is $0.5925. The call premium
on a call option with an exercise price of $0.5675 is $0.0373. What is the time value of one DM
62,500 call option?
a) $2,331.25
b) $1,562.50
c) $950.00
d) $768.75
Ans: d
Section: Option pricing and valuation
Level: Difficult
8.15 Suppose it is January 1990 and the current spot rate for the DM is $0.5925. The call
premium on a call option with an exercise price of $0.5675 is $0.0373. What is the intrinsic
value of one DM 62,500 call option?
Shapiro’s Multinational Financial Management, Test Bank
8-5
a) $2,331.25
b) $1,562.50
c) $950.00
d) $768.75
Ans: b
Section: Option pricing and valuation
Level: Difficult
8.16 The value of a European option always
a) exceeds its intrinsic value
b) rises with the time to maturity
c) rises with the interest rate
d) rises with the volatility of the exchange rate
Ans: d
Section: Option pricing and valuation
Level: Difficult
8.17 A rise in the domestic interest rate will
a) raise the value of foreign-currency call options and reduce the value of foreign-currency put
options
b) raise the value of foreign-currency put options and reduce the value of foreign-currency call
options
c) raise the value of both foreign-currency put and call options
d) reduce the value of both foreign-currency put and call options
Ans: a
Section: Option pricing and valuation
Level: Difficult
18 A rise in the foreign interest rate will
a) raise the value of foreign-currency call options and lower the value of foreign-currency put
options
b) raise the value of foreign-currency put options and lower the value of foreign-currency call
options
c) raise the value of both foreign-currency put and call options
d) reduce the value of both foreign-currency put and call options
Ans: b
Section: Option pricing and valuation
Level: Difficult
Shapiro’s Multinational Financial Management, Test Bank
8-6
8.19 You can speculate on an appreciation of the Japanese yen by
a) selling a yen put option and buying a yen call option.
b) selling a yen put option and selling a yen call option.
c) buying a yen put option and selling a yen call option.
d) buying a yen put option and buying a yen call option.
Ans: a
Section: Option pricing and valuation
Level: Difficult
8.20 Fluor Corporation has just made a French euro bid on a major project located in France. It
won't find out for 60 days whether it has won the contract. There will be a 10% signing bonus
payable to the winner in euros. The best way to protect against currency risk on its bid is for
Fluor to
a) buy a euro futures contract.
b) sell a euro call option.
c) sell a euro futures contract.
d) buy a euro put option.
Ans: d
Section: Using forward or futures contracts versus options contracts
8-1
CHAPTER 8
Currency Futures and Options Markets
EASY (definitional)
8.1 Which one of the following currency futures contracts is currently NOT available?
a) French franc
b) Hungarian forint
c) Czech koruna
d) Norwegian krone
Ans: a
Section: Futures contracts
Level: Easy
8.2 Which of the following has provided a major inducement for speculators to participate in the
futures market?
a) low margin requirements
b) low bid-ask spreads
c) high volume compared to the forward market
d) all of the above
Ans: a
Section: Forward contracts versus futures contracts
Level: Easy
8.3 Options traded in the interbank market are known as
a) listed options
b) exchange-traded options
c) over-the-counter options
d) long-term options
Ans: c
Section: Future contracts
Level: Easy
8.4 Major advantages of futures contracts include the
a) large number of currencies traded
b) extensive delivery dates available
c) freedom to liquidate the contract at any time before its maturity
d) unlimited contract sizes
Shapiro’s Multinational Financial Management, Test Bank
8-2
Ans: c
Section: Advantages and disadvantages of future contracts
Level: Easy
8.5 The major disadvantage of forward and futures contracts relative to options is that the
forwards and futures contracts
a) cannot protect the holder against the risk of adverse movements in exchange rates
b) are more expensive
c) are available only for relatively short maturities
d) eliminate the possibility of gaining a windfall profit from favorable movements in exchange
rates
Ans: d
Section: Advantages and disadvantages of future contracts
Level: Easy
8.6 Suppose the current spot rate for the euro is $1.3427. A call option with an exercise price of
$1.3550 is said to be
a) in-the-money
b) out-of-the-money
c) at-the-money
d) past breakeven
Ans: b
Section: Using currency options
Level: Easy
8.7 Suppose the current spot rate for the pound is $01.7427. A put option with an exercise price
of $01.7550 is said to be
a) in-the-money
b) out-of-the-money
c) at-the-money
d) past breakeven
Ans: a
Section: Using currency options
Level: Easy
MEDIUM (applied)
8.8 The basic difference(s) between forward and futures contracts is that
Shapiro’s Multinational Financial Management, Test Bank
8-3
a) forward contracts are individually tailored while futures contracts are standardized
b) forward contracts are negotiated with banks whereas futures contracts are bought and sold on
an organized exchange
c) forward contracts have no daily limits on price fluctuations whereas futures contracts have a
daily limit on price fluctuations
d) all of the above
Ans: d
Section: Forward contract versus futures contract
Level: Medium
8.9 Suppose the current spot rate for the Australian dollar is U.S.$0.8321. The intrinsic value of
an A$50,000 call option with an exercise price of U.S.$0.8195 is
a) $0
b) $630
c) $740
d) $2,340
Ans: b
Section: Option pricing and valuation
Level: Medium
8.10 The time value of a European option
a) is always positive for an out-of-the-money option
b) is always positive for an in-the-money option
c) is always positive for an at-the-money option
d) decreases with the time that remains until the option expires
Ans: a
Section: Option pricing and valuation
Level: Medium
8.11 You can speculate on pound depreciation by
a) selling pound futures and buying a pound call option
b) buying pound futures and a pound put option
c) selling pound futures and a pound put option
d) none of the above
Ans: d
Section: Using forward or futures contracts versus options
Level: Medium
Shapiro’s Multinational Financial Management, Test Bank
8-4
DIFFICULT (applied)
8.12 Suppose you are holding a long position in a euro futures contract that matures in 76 days.
The agreed-upon price is $1.15 for 125,000 euro. At the close of trading today, the futures price
has risen to $1.155. Under marking to market, you now
a) hold a futures contract that has risen in value by $1,250
b) hold a futures contract that has fallen in value by $625
c) will receive $625 and a new futures contract priced at $1.155
d) must pay over $1,250 to the seller of the futures contract
Ans: c
Section: Computing gains, losses and maintenance margins
Level: Difficult
8.13 Suppose that the interbank forward bid for March 20 on Swiss francs is $0.7827 at the
same time that the price of IMM Swiss franc futures for delivery on March 20 is $0.7795. How
much of an arbitrage profit could a dealer earn per March Swiss franc futures contract of SFr
125,000?
a) $400
b) $68
c) $215
d) $58
Ans: a
Section: Arbitrage between the futures and forward markets
Level: Difficult
8.14 Suppose it is May 1998 and the current spot rate for the DM is $0.5925. The call premium
on a call option with an exercise price of $0.5675 is $0.0373. What is the time value of one DM
62,500 call option?
a) $2,331.25
b) $1,562.50
c) $950.00
d) $768.75
Ans: d
Section: Option pricing and valuation
Level: Difficult
8.15 Suppose it is January 1990 and the current spot rate for the DM is $0.5925. The call
premium on a call option with an exercise price of $0.5675 is $0.0373. What is the intrinsic
value of one DM 62,500 call option?
Shapiro’s Multinational Financial Management, Test Bank
8-5
a) $2,331.25
b) $1,562.50
c) $950.00
d) $768.75
Ans: b
Section: Option pricing and valuation
Level: Difficult
8.16 The value of a European option always
a) exceeds its intrinsic value
b) rises with the time to maturity
c) rises with the interest rate
d) rises with the volatility of the exchange rate
Ans: d
Section: Option pricing and valuation
Level: Difficult
8.17 A rise in the domestic interest rate will
a) raise the value of foreign-currency call options and reduce the value of foreign-currency put
options
b) raise the value of foreign-currency put options and reduce the value of foreign-currency call
options
c) raise the value of both foreign-currency put and call options
d) reduce the value of both foreign-currency put and call options
Ans: a
Section: Option pricing and valuation
Level: Difficult
18 A rise in the foreign interest rate will
a) raise the value of foreign-currency call options and lower the value of foreign-currency put
options
b) raise the value of foreign-currency put options and lower the value of foreign-currency call
options
c) raise the value of both foreign-currency put and call options
d) reduce the value of both foreign-currency put and call options
Ans: b
Section: Option pricing and valuation
Level: Difficult
Shapiro’s Multinational Financial Management, Test Bank
8-6
8.19 You can speculate on an appreciation of the Japanese yen by
a) selling a yen put option and buying a yen call option.
b) selling a yen put option and selling a yen call option.
c) buying a yen put option and selling a yen call option.
d) buying a yen put option and buying a yen call option.
Ans: a
Section: Option pricing and valuation
Level: Difficult
8.20 Fluor Corporation has just made a French euro bid on a major project located in France. It
won't find out for 60 days whether it has won the contract. There will be a 10% signing bonus
payable to the winner in euros. The best way to protect against currency risk on its bid is for
Fluor to
a) buy a euro futures contract.
b) sell a euro call option.
c) sell a euro futures contract.
d) buy a euro put option.
Ans: d
Section: Using forward or futures contracts versus options contracts
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