# 2427

Hi, I have this international finance excel assignment due tomorrow I am really bad with excel and I need some help Thank you Analysis of Dollar v Swiss Franc Exchange Rates Data Quarterly data on spot and forward indirect quote for yen, CPI and 12 month LIBOR for US and Switzerland have been collected from Bloomberg from the 4th quarter of 1991 (91.4) through the 4th quarter of 2016 (16.4). From these you can calculate twenty five years of annual rates and annualized quarterly rates. Methods for Calculating Annual Rates of Change a) Annual rate of change from the 4th quarter to the 4th quarter of subsequent year. For example, annual rate of change in 1998 will be: 98.4/97.4 – 1. b) Arithmetic mean for annualized subsequent quarter rates of change. For example, in 1998 it will be: [(98.4/98.3 – 1) + (98.3/98.2 – 1) + (98.2/98.1 – 1) + (98.1/97.4 – 1)] * 4. c) Geometric mean for annualized subsequent quarter rates of change. For example, in 1998 it will be: ({[1+(98.4/98.3-1)]*[1+(98.3/98.2-1)]*[1+(98.2/98.1-1)]*[1+(98.1/97.4-1)]}1/4 – 1)*4. d) Arithmetic mean for the same quarters of subsequent year annual change. For example, in 1998 it will be: [(98.4/97.4 -1) + (98.3/97.3 -1) + (98.2/97.2 -1) + (98.1/97.1 -1)] / 4. e) Geometric mean for the same quarters of subsequent year annual change. For example, in 1998 it will be: {[1+(98.4/97.4-1)]*[1+(98.3/97.3-1)]*[1+(98.2/97.2-1)]*[1+(98.1/97.1-1)]}1/4 – 1. 1. XLS file due 3/1. Calculate annual inflation rates of SFr and $ using their respective CPIs (a-e for each currency). Methods c and e cannot be calculated if rate of change in any period is less than -100%. 2. XLS file due 3/1. Calculate annual realized real appreciations of $ & SFr. End of period real exchange rate in the 4th quarter of 1998 for methods a, d & e is S98.4’ = S98.4[1+(CPI98.4$/CPI97.4$ – 1)]/[1+(CPI98.4SFr/CPI97.4SFr – 1)]. Real $ appreciation in 1998 for methods a, d & e is s$’ = S98.4’ / S97.4 – 1. End of period real exchange rate in the 4th quarter of 1998 for methods b & c is S98.4’ = S98.4[1+(CPI98.4$/CPI98.3$ – 1)]/[1+(CPI98.4¥/CPI98.3¥ – 1)]. Real $ appreciation in the 4th quarter of 1998 for methods b & c is s$’ = (S98.4’ / S98.3 – 1)*4.

Attachments:

Project-Swiss….xls