Intel Inc. sold a batch of computer microchips to Lenovo Inc., a Chinese tech company, and
billed 100 million yuan (CNY) payable in 6 months. Intel is concerned about the dollar
proceeds from international sales and wants to control exchange rate risk. The current spot
rate is 6.76 yuan per dollar, and the 6-month forward rate is 6.89 yuan per dollar. A 6-month
CNY European put option quoted in American terms with a strike price of $0.1471 per yuan is priced at a premium of $0.0005 per yuan. Currently, 6-month interest rate is 2.0% (thus 4%
over 1 year) in the U.S., and 3.5% in China.
Question 1: Compute the guaranteed dollar proceeds from the Chinese sales if Intel decides to hedge using a forward contact.
Question 2: If Intel decides to hedge using money market instruments, what action does Intel need to take? What would be the guaranteed dollar proceeds from the Chinese sale in this case?
Question 3: If Intel decides to hedge using CNY put options, what would be the “expectedâ€
dollar proceeds from the Chinese sale? Assume that Intel regards the current forward rate as an unbiased predictor of the future spot rate.