Learning Spreadsheet for Saunders, Chapter 14: FX Risk

[cdbsmith]

Hi David,

Are there any learning spreadsheets created for the examples in the FX Risk chapter (Saunders)? I am struggling with how the $104.22US and 4.22% were calculated (see attached screenshot with highlighted values).

Thanks,

Charles

 

[David Harper CFA FRM]

Hi Charles,

Yes, if it's not itemized in the Study Planner, it surely is scheduled to be. But, here are the sheets, the first sheet shows the calcs from your screenshot (study note):
https://www.dropbox.com/s/oakt2tinempy62t/0929_fx_hedge.xlsx

Thanks ,