Explain the money market hedge


Response to the following problem:

Montclair Co., a U.S. firm, plans to use a money market hedge to hedge its payment of 3 million Australian dollars for Australian goods in 1 year. The U.S. interest rate is 7 percent, while the Australian interest rate is 12 percent. The spot rate of the Australian dollar is $.85, while the 1-year forward rate is $.81.

Determine the amount of U.S. dollars needed in 1 year if a money market hedge is used.

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