bond calcuations

A 3yr bond, annual coupon 3.5%, yield 3.8%, last coupon payment just made. Calculate its price and current yield?

Losses/gains on a futures contract

You are long one CME Dec sterling future of contract size £62.500. Mon closing of the future was 1.8212 USD/GBP. On Tues, the price rose to 1.8289; on Wed the price changed to 1.8275. Calculate your profit/loss in USD on Tue and Wed.

Call Option

. You are based in Canada. A 1yr call option to buy USD at strike1.3500 CAD/USD has premium of .0595CAD. Spot CAD/USD is 1.3535. a) What is the moneyness of the call? What is its intrinsic value and time value? b) Everything being equal, if the option has a life of 6M, is the call option going to cost more or less? c) Everything else being equal, if USD interest rate rises, how do you expect the call change? d) After 1yr, CAD/USD is 1.2500. What is the total profit/loss of the call option?

call options

You are based in Switzerland. You own two call options both maturing in one year: call option to buy USD at strike 1.2200 CHF/USD and call option to buy EUR at strike 1.5200 CHF/EUR. Spot CHF/USD is 1.2255 and spot CHF/EUR is 1.5255. Which of the option costs more?

bonds

You are a fixed income fund manager based in UK. A Hungarian government bond paying annual 8.5% coupon with one year remaining life is trading at 99.55. Spot rate of HUF/GBP is 350.72, one year forward HUF/GBP is 356.35. Calculate the fully hedged return if you invest in this bond.