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TUGAS MANAJEMEN KEUANGAN INTERNASIONAL

Tugas Manajemen Keuangan Internasional

Tanggal 16 Desember 2009 

  1. If the expected inflation is 100% and the real required return is 5%, what should the nominal interest rate acording to the fisher effect ?
  2. In the early 1996, the short-term interest rate in France was 3,7 %, and the forecast french inflation was 1,8 %. At the same time, the short-term German interest rate was 2,6% and the forecast German inflation was 1,6%. Based on these figures, what were the real interest rates in France and Germany ?
  3. In July, the one year interest rate is 12% on British pounds and 9% on US dollars.
    1.  If the current exchange rate is $ 1,63 : £ 1, what is the expected future exchange rate in one year ?
    2. Suppose a change in expectations regarding future U.S. inflation causes the expected future spot rate to decline to $ 1,52 :£ 1 . What should happen to the US interest rate.

Petunjuk :

Jawaban soal diketik dan kemudian di-email ke alamat email :

larimata@lycos.com

batas akhir pengumpulan adalah tanggal 23 Desember 2009.

“ SELAMAT NATAL 2009 DAN TAHUN BARU 2010 “

“ DESEJO UM FELIZ NATAL 25 DE DEZEMBRO 2009

E PROSPERO ANO NOVO DE 2010 “.

Atau bisa didown-load di link di bawah ini :

Tugas Manajemen Keuangan Internasional_2

———————————————————-

SOAL TUGAS MANAJEMEN KEUANGAN (MKI) INTERNASIONAL TGL 3/12/2009.

(MOHON DIKUMPULKAN PADA TGL 10 DESEMBER 2009 , DIKETIK DAN DIKUMPULKAN DI KELAS).

 

Please read the following question carefully !!!

 

  1. From base price levels of 100 in year 2000, German and US. Price levels in year 2001 stood at 102 and 106 respectively :
    1. If in the year 2000 the US$:DM exchange rate was $ 0,54 what should the exchange rate be in 2001 ?
    2. In fact, the exchange rate in 2001 was DM 1 = $ 0,56 . What might account for the discrepancy ?
  2. Two countries, The united states and England, produce only one good, wheat. Suppose the price of wheat is $3,25 in the United States and is £ 1,35 in England.
    1. According to the law of one price, what should the £:$ spot exchange rate be ?
    2. Suppose the price of wheat over the next year is expected to rise to $3,50 in the United States and £ 1,60 in England. What should the one-year $:£ forward rate be ?

 

====== GOOD LUCK ======

Comments»

1. Nefra - December 9, 2009

thank’s for alot.

2. oscar dos Santos - December 10, 2009

Answers the firs question:

1. ei=0.54 102
106

1 usd= 0.5196

2. = (0.5196 – 0.56)
0.56
=-0.0721
=- 7.21%

Answers the Secants Quistion:

1.According to the low of one price the exchange rate should be

1. S = £1.35
$3.25
= £-4.15/US$.
2. S= $3.50
£1.60
= UD$2.19/£

3. Nefra - December 14, 2009

Botarde. Tugas MKI II seidauk iha. karik bele ami hetan aban hanesan ne’e ona.

4. Nefra - December 18, 2009

botarde mestre. jawaban ba tugas II hau haruka ona tuir email larimata@.lycos.
obrigado


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