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健康菌 · 2022年09月29日

与No.PZ2016010802000209 (选择题)的区别

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

1 个答案

笛子_品职助教 · 2022年10月12日

嗨,从没放弃的小努力你好:


如题,为什么No.PZ2016010802000209 (选择题)就用F-S,而这道题不行呢


Hello,亲爱的同学!这道题当然也可以用百分比解答。


我们参照2016010802000209 的思路。

我们已知F = 1.0123,S未知,也已知forward points as a percentage at 6.8%

我们可以使用公式:

(F -S)/S= 6.8%


然后我们把F = 1.0123,代入,解方程,就可以计算出S = 0.9478



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