Spot rate 1 US $ = Rs.47.7123
180 days Forward rate for 1 US $ = Rs.48.6690
Interest rate in India = 12% p.a
Interest rate in USA = 8% p.a
An arbitrageur takes loan of Rs. 40,00,000 from Indian Bank for 6 months and goes for arbitrage. What is his gain or loss? (Take 1 year = 360 days)
Solution
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