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I am working on the HBS case for Tiffany. I have tackled the written part of the assignment and have made the determination to use a put option to hedge the risk of foreign currency fluctuation; however, I need help with the inputs for the hedging model I am using (attached). I’ve also attached the case (pretty short). I’ve made my first attempt at getting the information from the financial statements into the model, I now need help with calculating the projected spot, forward rate and option cost. I can explain in further detail if you are able to help.
Thanks!
Attachments:
RiskMgmt-Hedg….xlsx
HBS—Tiffany….pdf
