Question 26 currency exchange rates
I hope you can help me about the question 26 of currency exchange rates.
The objective is calculate de mark-to-market value. The only thing i do not understand is how they know the forward points that is - 0.0016.
The information given is the following USD/CHF quotes are currently available in the market:
30 days 1.033613
90 days 1.081081
180 days 1.061798
In this problem we entered into a 180-day forward contract 90 days ago.
So, I do not know how they have calculated the ( - 00.16) forward points with this information, that for me is different in relation to the others problems.
Thanks so much in advance!
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