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Suppose That You Are the Treasurer of IBM with an Extra

question 14

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Suppose that you are the treasurer of IBM with an extra U.S. $1,000,000 to invest for six months. You are considering the purchase of U.S. T-bills that yield 1.810% (that's a six month rate, not an annual rate by the way) and have a maturity of 26 weeks. The spot exchange rate is $1.00 = ¥100, and the six month forward rate is $1.00 = ¥110. What must the interest rate in Japan (on an investment of comparable risk) be before you are willing to consider investing there for six months?


Definitions:

Detachment

Extreme introversion.

Dependent Personality Disorder

A mental health condition characterized by a pervasive and excessive need to be taken care of, leading to submissive and clinging behavior and fears of separation.

Neuroticism

A personality trait characterized by emotional instability, anxiety, moodiness, and a tendency to experience negative emotions.

Agreeableness

A personality trait characterized by warmth, kindness, empathy, and a willingness to cooperate with others.

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