NO.PZ2016010802000210
问题如下:
A three-month forward exchange rate in CAD/USD is listed by a dealer at 1.0123. The dealer also quotes 3-month forward points as a percentage at 6.8%. The CAD/USD spot rate is closest to:
选项:
A.0.9478.
B.1.0550.
C.1.0862.
解释:
A is correct.
Given the forward rate and forward points as a percentage, the unknown in the calculation is the spot rate. The calculation is as follows:
Spot rate × (1 + Forward points as a percentage) = Forward rate
Spot rate × (1 + 0.068) = 1.0123
Spot = 1.0123/1.068 =0.9478
考点: spot rate 与 forward rate 间的计算。
解析:
Spot rate × (1 + 0.068) = 1.0123
Spot = 1.0123/1.068 =0.9478
如题,为什么No.PZ2016010802000209 (选择题)就用F-S,而这道题不行呢