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buryecs co *march/june17*

Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › buryecs co *march/june17*

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  • August 28, 2018 at 8:26 pm #469904
    shadyy
    Member
    • Topics: 7
    • Replies: 2
    • ☆

    Hi Moffat

    b-ii_

    1_i didn’t understand the logic behind year 3 swap not translated and the gain on swap at the end of 39m.

    2_my working for options are
    7,500/7.75=968m
    premium 968*1.6%*.1430=2.2
    net receipt is 966

    is different then examiner answer , any errors which i can correct.

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