In March, 2008, the Zed Pro Industries makes the following assessment of dollar rates per British pound to prevail as on 1.9.2008:
- What is expected spot rate for 1.9.2008?
- If, as of March, 2008, the 6 –month forward rate is $ 1.80, should the firm sell forward its pound receivables due in September, 2008?
Solution:
- Calculation expected spot rate for September, 2008:
Therefore, the expected spot value $ for £ for September, 2008 would be $ 1.81.
- If the six – months forward rate is $ 1.80, the expected profits of the firm can be maximized by retaining its pound receivable.