Assume we are comparing the £ and the $. Suppose the annualized forward premium on the £ = 25%. The forward price of the £ = $1.80, and we are calculating the AFD based on the 6 month forward price. What is the spot price of the £?

Assume we are comparing the £ and the $. Suppose the annualized forward premium on the £ = 25%. The forward price of the £ = $1.80, and we are calculating the AFD based on the 6 month forward price. What is the spot price of the £?




A. 1.60
B. 1.73
C. 1.88
D. 2.03


Answer: A. 1.60


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