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Math Help - FX - Outright and Replication porftolio

  1. #1
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    FX - Outright and Replication porftolio

    Hi guys,

    I hope you can help me I'm looking for the solution for part B....

    As the abtirage-free price for a long or short foward must equal the same I got the following result for part A: 1.328965

    Can anyone help me with part B - I don't know how to build a replica-portfolio....

    Thx in advance.............



    PS: The exercise is attached
    Attached Thumbnails Attached Thumbnails FX - Outright and Replication porftolio-fx-outright.jpg  
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