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Hello sir,
The lock in rate I think it should be €.08656+ or – unexpiry basis.
Spot (0.8631 minus the future 0.8656) 1÷4 but the examiner did it different bse he got the unexpiry 2 months and the period 3 months … Pls help me to understand …The examiner has apportioned between the March futures price and the June futures price to arrive at a price in 4 months time.
However, what you are doing is more accurate and he should not really have done what he has done. Doing it the way you want to would get full marks.
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