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Forword market hedge
the estimated five month forward rate is:
1.9066 *7/9+1.8901*2/9=1.9029
it is five month headge why he calculatelike that please explainalso in the revision note
value at risk
Note: from normal distribution tables, 1.65 SD’s gives 95% confidence; 2.58 SD’s gives 99% confidence99% confidence is it give .5-.01 =.4900 that in table = 2.33
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