shashankar · 2023年12月11日

题库题目

1. FRM I
2. Financial Markets And Products

No.PZ2019052801000128 (选择题)

来源: 品职出题

Current spot price is 0.1449 USD/CNY. Chinese and US interest rates are 4.3% and 2.8%, and the 1-year forward rate is 0.1532 USD/CNY. Which of the following is correct?

我是用S0*（1+2.8%）/（1+4.3%）=0.142817

此外，答案说的要投资cny，我理解就是long cny，那为什么要先借入美元，再去换cny，为什么不直接借cny？