ZPS Co, whose home currency is the dollar, took out a fixed-interest peso bank loan several years ago when peso interest rates were relatively cheap compared to dollar interest rates. ZPS Co does not...


ZPS Co, whose home currency is the dollar, took out a fixed-interest peso bank loan several years ago when peso interest rates were relatively cheap compared to dollar interest rates. ZPS Co does not have any income in pesos. Economic difficulties have now increased peso interest rates while dollar interest rates have remained relatively stable.


ZPS Co must pay interest on the dates set by the bank. A payment of 5,000,000 pesos is due in six months’ time. The following information is available:













Spot rate12.500 to 12.582 pesos per $
Six-month forward rate12.805 to 12.889 pesos per $

Interest rates which can be used by ZPS Co:




















BorrowDeposit
Peso interest rates10.0% per year7.5% per year
Dollar interest rates4.5% per year3.5% per year


Required


What is the dollar cost of a forward market hedge?



Jun 05, 2022
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