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ABC International can borrow $4,000,000 at LIBOR plus a lending margin of 0.65 percent per annum on a three-month rollover basis from Barclays in London. Three month LIBOR is currently 5.5 percent. Suppose that over the second three-month interval LIBOR falls to 5.0 percent. How much will ABC pay in interest to Barclays over the six-month period for the Eurodollar loan?

A. $50,000B. $100,000C. $118,000D. $120,000

User Rockettc
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2 Answers

3 votes

Final answer:

In total, ABC International will pay $118,000 over the six-month period for the Eurodollar loan, with $61,500 paid in the first three months and $56,500 paid in the second three months, after applying the respective LIBOR rates for each period along with the lending margin.

Step-by-step explanation:

To calculate the total interest ABC International will pay to Barclays over the six-month period, we need to consider the interest rates for each three-month period separately, and then sum them up.

For the first three months, the interest rate is 5.5% (LIBOR) + 0.65% (lending margin), which equals 6.15% on an annual basis. However, since interest is only for three months, we divide this by 4 (as there are four three-month periods in a year). So the interest for the first quarter is 6.15% / 4 = 1.5375% of $4,000,000.

For the second three months, the interest rate is 5.0% (LIBOR) + 0.65% (lending margin) = 5.65%. Again, we need this on a three-month basis, so we divide it by 4 to get 5.65% / 4 = 1.4125% interest for the second quarter.

Now we calculate the interest payments:

  • First quarter: $4,000,000 * 1.5375% = $61,500
  • Second quarter: $4,000,000 * 1.4125% = $56,500

Adding both quarters together gives us the total interest paid over the six months:

$61,500 (first quarter) + $56,500 (second quarter) = $118,000

Therefore, the correct answer is C. $118,000.

User Arthi
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1 vote

Answer:

C) $118,000

Step-by-step explanation:

ABC International will have to pay the following interests:

  • for the first three month period:

$4,000,000 x (5.5% + 0.65%) x 1/4 = $61,500

  • for the second three month period:

$4,000,000 x (5% + 0.65%) x 1/4 = $56,500

total interest for the 6 month period = $61,500 + $56,500 = $118,000

User Abdolence
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6.6k points