NO.PZ2016010801000125
问题如下:
In spot market, AUD/USD exchange rate is 0.50248. Assume the annual interest rate is 3% in USD and 4% in AUD. What is the one-year forward USD/AUD exchange rate?
选项:
A.0.5074.
B.1.9710.
C.1.9396.
解释:
B is correct.
0.50248 x 1.04 / 1.03 = 0.50736; 1 / 0.50736 = 1.97099
考点:利率平价公式
解析:0.50248 x 1.04 / 1.03 = 0.50736; 1 / 0.50736 = 1.97099
F/S是表示的什么啊?为什么还要乘以一开始的汇率呢?