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chapter 2

Total questions: 22

Worksheet time: 11mins

Name
Class
Date
1.

The German currency is called the

a)

EURO

b)

DM

c)

YEN

d)

DOLLAR

e)

POUND

2.

When a country’s currency depreciates

a)

foreigners find that its exports are more expensive, and domestic residents find that imports from abroad are more expensive.

b)

foreigners find that its exports are more expensive, and domestic residents find that imports from abroad are cheaper.

c)

foreigners find that its exports are cheaper; however, domestic residents are not affected.

d)

foreigners are not affected, but domestic residents find that imports from abroad are more expensive.

e)

None of the above.

3.

An appreciation of a country’s currency

a)

decreases the relative price of its exports and lowers the relative price of its imports

b)

raises the relative price of its exports and raises the relative price of its imports

c)

lowers the relative price of its exports and raises the relative price of its imports.

d)

raises the relative price of its exports and lowers the relative price of its imports.

4.

By early 2002, A Canadian dollar was worth only about

a)

15 United States cents

b)

20 United States cents.

c)

65 United States cents.

d)

100 United States cents.

e)

5 United States cents.

5.

The largest trading of foreign exchange occurs in

a)

NYC

b)

LONDON

c)

TOKYO

d)

FRANKFURT

e)

SINGAPORE

6.

In 2001

a)

20 percent of foreign exchange transactions involved exchanges of foreign currencies for U.S. dollars

b)

10 percent of foreign exchange transactions involved exchanges of foreign currencies for U.S. dollars

c)

30 percent of foreign exchange transactions involved exchanges of foreign currencies for U.S. dollars.

d)

40 percent of foreign exchange transactions involved exchanges of foreign currencies for U.S. dollars

e)

90 percent of foreign exchange transactions involved exchanges of foreign currencies for U.S. dollars.

7.

Which one of the following statements is the most accurate? The term spot exchange rate is

a)

misleading because even spot exchanges usually become effective only three days after a deal is struck.

b)

misleading because even spot exchanges usually become effective only four days after a deal is struck.

c)

misleading because even spot exchanges usually become effective only five days after a deal is struck.

d)

misleading because even spot exchanges usually become effective only six days after a deal is struck.

e)

misleading because even spot exchanges usually become effective only two days after a deal is struck.

8.

Trades of U.S. dollars for Canadian dollars in New York are executed with ... day lag

a)

1

b)

2

c)

3

d)

4

9.

Forward and spot exchange rates

a)

are necessarily equal

b)

do not move closely together

c)

The forward exchange rate is always above the spot exchange rate

d)

while not necessarily equal, do move closely together.

10.

A foreign exchange swap

a)

is a spot sale of a currency

b)

is a forward repurchase of the currency.

c)

is a spot sale of a currency combined with a forward repurchase of the currency.

d)

is a spot sale of a currency combined with a forward sale of the currency.

11.

An American put option on foreign exchange

quyền chọn bán

a)

gives the buyer the right to sell the foreign currency at a known exchange rate at any time during the period of the option.

b)

gives the seller the right to sell the foreign currency at a known exchange rate at any time during the period of the option.

c)

gives the buyer the right to sell the foreign currency at a known exchange rate at a specific time in the future

d)

obligates the buyer to sell the foreign currency at a known exchange rate at any time during the period of the option.

12.

An American call option on foreign exchange

quyền chọn mua

a)

obligates you to buy foreign currency at a known price at any time during the period of the option

b)

gives you the right to buy foreign currency at a known price at any time during the period of the option.

c)

gives you the right to buy foreign currency at a known price at a specific day in the future.

d)

gives you the right to sell foreign currency at a known price at any time during the period of the option.

13.

The exchange rate between currencies depends on

a)

the interest rate that can be earned on deposits of those currencies

b)

the expected future exchange rate

c)

the interest rate that can be earned on deposits of those currencies and the expected future exchange rate.

d)

national output.

14.

Countries in the euro zone include

a)

Austria, Australia, and Belgium.

b)

Austria, Belgium, and Finland

c)

Austria and Finland, Poland, Czeck Republic,

d)

Austria, Belgium, Finland, and France.

e)

Austria, Belgium, Finland, France, and Germany, Greece, Ireland, Italy, Luxembourg, Portugal, Spain

15.

Which one of the following statements is the most accurate?

a)

Because dollar and DM interest rates are measured in comparable terms, they can move quite differently over time

b)

Because dollar and DM interest rates are not measured in comparable terms, they can move quite differently over time

c)

Because dollar and DM interest rates are measured in comparable terms, they move quite the same over time

d)

Because dollar and DM interest rates are measured in comparable terms, they still move quite differently over time.

16.

Which one of the following statements is the most accurate?

a)

The dollar rate of return on euro deposits is the euro interest rate plus the rate of depreciation of the dollar against the euro.

b)

The dollar rate of return on euro deposits is approximately the euro interest rate minus the rate of depreciation of the dollar against the euro

c)

The dollar rate of return on euro deposits is the euro interest rate minus the rate of depreciation of the dollar against the euro.

d)

The dollar rate of return on euro deposits is approximately the euro interest rate plus the rate of appreciation of the dollar against the euro

e)

The dollar rate of return on euro deposits is approximately the euro interest rate plus the rate of depreciation of the dollar against the euro.

17.

If the dollar interest rate is 10 percent and the euro interest rate is 6 percent, then

a)

an investor should invest only in dollars.

b)

an investor should invest only in euros.

c)

an investor should be indifferent between dollars and euros

d)

it is impossible to tell given the information

18.

If the dollar interest rate is 10 percent, the euro interest rate is 6 percent, and the expected return on dollar depreciation against the euro is zero percent, then

a)

an investor should invest only in dollars.

b)

an investor should invest only in euros.

c)

an investor should be indifferent between dollars and euros.

d)

It is impossible to tell given the information

19.

If the dollar interest rate is 10 percent, the euro interest rate is 6 percent, and the expected return on dollar depreciation against the euro is 4 percent, then

a)

an investor should invest only in dollars

b)

an investor should invest only in euros.

c)

an investor should be indifferent between dollars and euros

d)

It is impossible to tell given the information.

20.

If the dollar interest rate is 10 percent and the euro interest rate is 6 percent, and the expected return on dollar depreciation against the euro is 8 percent, then

a)

an investor should invest only in dollars.

b)

an investor should invest only in euros

c)

an investor should be indifferent between dollars and euros

d)

It is impossible to tell given the information

21.

Which of the following statements is the most accurate?

a)

A rise in the interest rate offered by dollar deposits causes the dollar to appreciate.

b)

A rise in the interest rate offered by dollar deposits causes the dollar to depreciate

c)

A rise in the interest rate offered by dollar deposits does not affect the U.S. dollar

d)

For a given euro interest rate and constant expected exchange rate, a rise in the interest rate offered by dollar deposits causes the dollar to appreciate.

22.

Which of the following statements is the most accurate?

a)

For a given U.S. interest rate and a given expectation with regard to the future exchange rate, a rise in the interest rate paid by euro deposits causes the dollar to depreciate

b)

For a given U.S. interest rate and a given expectation with regard to the future exchange rate, a rise in the interest rate paid by euro deposits causes the dollar to appreciate.

c)

A rise in the interest rate paid by euro deposits does not affect the value of the dollar.

d)

A rise in the interest rate paid by euro deposits causes the dollar to depreciate