If the six-month forward rate is $1.90, should the firm sell forward its £500,000 pound receivables due in September?

If the six-month forward rate is $1.90, should the firm sell forward its £500,000 pound receivables due in September?

Solution. If MII sells its pound proceeds forward, it will lock in a value of $950,000 (1.90 × 500,000). Alternatively, if it decides to wait until September and sell its pound proceeds in the spot market, it expects to receive $952,500 (1.905 × 500,000). Based on these figures, if MII wants to maximize expected profits, it should retain its pound receivables and sell the proceeds in the spot market upon receipt.

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