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International Investments Final Exam (Optional, Take-home. Due on December 30, 2008 in class in hardcopy. A copy of
the solution will be provided on December 30, 2008.) Ref: Robert L. McDonald: Fundamentals of Derivatives Markets, Pearson Ed., 2008.
Note: If you have or will have accumulated 30 points out of essay and homework submission, you may choose to
take (or not to take) the exam. Otherwise, you have to take this take-home exam. You may earn up to 30 points
from this optional, take-home exam. Knowing how to solve these questions will help you pass the CFA exams,
too. We will have the reference text (i.e., McDonald) on reserve desk at commerce library as soon as possible.
Question 1.
Question 2.
Question 3.
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Question 9C. Derive the following relationships:
Question 9D. Derive (9.7) as shown in the following context: