CME Group Finance Assingment Help With Solution

CME Group Finance Assingment Help With Solution

Q1. The 6-month, 12-month, 18-month, and 24-month interest rates are 2.00%, 2.25%, 2.50%, and 2.75% with continuous compounding.
a. Calculate the present value of $100 in 2 years.
b. Calculate are the equivalent 6-month, 12-month, 18-month, 24-month interest rates with semiannual compounding.
c. Calculate the forward rate for the six-month period beginning in 18 months. In other words, calculate the forward rate between 18 months and 24 months (i.e., F1.5,2). Answer the forward rate with continuous compounding.


How it Works

How It works ?

Step 1:- Click on Submit your Assignment here or shown in left side corner of every page and fill the quotation form with all the details. In the comment section, please mention product code mentioned in end of every Q&A Page. You can also send us your details through our email id with product code in the email body. Product code is essential to locate your questions so please mentioned that in your email or submit your quotes form comment section.
Step 2:- While filling submit your quotes form please fill all details like deadline date, expected budget, topic , your comments in addition to product code . The date is asked to provide deadline.
Step 3:- Once we received your assignments through submit your quotes form or email, we will review the Questions and notify our price through our email id. Kindly ensure that our email id and must not go into your spam folders. We request you to provide your expected budget as it will help us in negotiating with our experts.
Step 4:- Once you agreed with our price, kindly pay by clicking on Pay Now and please ensure that while entering your credit card details for making payment, it must be done correctly and address should be your credit card billing address. You can also request for invoice to our live chat representatives.
Step 5:- Once we received the payment we will notify through our email and will deliver the Q&A solution through mail as per agreed upon deadline.
Step 6:-You can also call us in our phone no. as given in the top of the home page or chat with our customer service representatives by clicking on chat now given in the bottom right corner.


Features for Assignment Help

Zero Plagiarism
We believe in providing no plagiarism work to the students. All are our works are unique and we provide Free Plagiarism report too on requests.


We believe in providing perfect, relevant and 100% accurate solutions to the student as per questions asked. All our experts are perfect in providing that so as to give unique experience to the students.


Three Stage Quality Check
We are the only service providers boasting of providing original, relevant and accurate solutions. Our three stage quality process help students to get perfect solutions.



100% Confidential
All our works are kept as confidential as we respect the integrity and privacy of our clients.

Related Services

Q2. A short forward contract on a non-dividend-paying stock was entered into some time ago. Currently, it has 6 months to maturity. The risk-free rate with continuous compounding is 3% per annum, the current stock price is $30 and the delivery price of the contract is $28. Calculate the value of this short forward contract.

Q3. Suppose a bank needs to borrow (not lend) $50 million for 3 months starting in March 2017. Unfortunately, nobody knows what the 3-m borrowing rate will be in the future so the bank wants to hedge this interest rate risk.
a. Devise a plan to lock in the borrowing rate today. Be specific about
which futures contract
how many contracts
futures expiration month
whether to take a long or short position of the contract
b. What’s the 3-m interest rate that the bank can lock in today? Use to answer the actual interest rate in percentage per annum. Include the screenshot of the source.
c. Suppose you are a speculator (not the bank above) and you think the interest rate will be higher than what you answered in b. What action should you take now in the futures market?

Q4. Suppose a bank has unmatched asset and liability. Specifically, the bank has fixed rate loans as assets (receiving fixed rate interests) but has floating rate deposits as liability (paying variable rate interests). This is a risk to the bank because it can suffer a loss, if the floating rate increases over time. What can the bank do with swaps to eliminate this risk?



Product Code :Fin298

To get answer for this question, kindly click here (Note: Don’t forget to write the product code in comment section)

You can also email us at but please mentioned product code in the mail body while sending emails.You can browse more questions to get answer in our Q&A sections here.