81.443哪里来的

NO.PZ2023061903000027

问题如下：

Q. The JPY/AUD spot exchange rate is 82.42, the Japanese yen interest rate is 0.15 percent, and the Australian dollar interest rate is 4.95 percent. If the interest rates are quoted on the basis of a 360-day year, the 90-day forward points in JPY/AUD would be closest to:

选项：

A.–377.0. B.–97.7. C.98.9.

解释：

B is correct. The forward exchange rate is given by:

F_{\frac{J P Y}{A U D}} = S_{\frac{J P Y}{A U D}} (\frac{1 + r_{J P Y} τ}{1 + r_{A U D} τ}) = 82.42 (\frac{1 + 0.0015 (\frac{90}{360})}{1 + 0.0495 (\frac{90}{360})})

= 82.42 \times 0.98815 = 81.443.

The forward points are as follows:

100 × (F × S) = 100 × (81.443 – 82.42) = 100 × (–0.977) = –97.7.

Because the spot exchange rate is quoted with two decimal places, the forward points are scaled by 100.

81.443哪里来的

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笛子_品职助教 · 2024年01月16日

嗨，爱思考的PZer你好：

81.443哪里来的

Hello，亲爱的同学~

81.443的计算过程如下：

上述步骤的计算结果是81.443。

如果同学对上述计算公式有不理解的地方，也欢迎随时提问。

祝学习顺利~

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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NO.PZ2023061903000027 问题如下 Q. The JPY/AUspot exchange rate is 82.42, the Japanese yen interest rate is 0.15 percent, anthe Australillinterest rate is 4.95 percent. If the interest rates are quoteon the basis of a 360-y year, the 90-y forwarpoints in JPY/AUwoulclosest to: A.–377.0. B.–97.7. C.98.9. B is correct. The forwarexchange rate is given by:FJPYAUSJPYAU+rJPYτ1+rAU=82.421+0.0015903601+0.049590360=82.42×0.98815=81.443.The forwarpoints are follows:100 × (F × S) = 100 × (81.443 – 82.42) = 100 × (–0.977) = –97.7.Because the spot exchange rate is quotewith two cimplaces, the forwarpoints are scale100. forwarpoints 定义是什么，forwarpoints = forwarpri- spot price这个知识点在哪里呢？

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NO.PZ2023061903000027 问题如下 Q. The JPY/AUspot exchange rate is 82.42, the Japanese yen interest rate is 0.15 percent, anthe Australillinterest rate is 4.95 percent. If the interest rates are quoteon the basis of a 360-y year, the 90-y forwarpoints in JPY/AUwoulclosest to: A.–377.0. B.–97.7. C.98.9. B is correct. The forwarexchange rate is given by:FJPYAUSJPYAU+rJPYτ1+rAU=82.421+0.0015903601+0.049590360=82.42×0.98815=81.443.The forwarpoints are follows:100 × (F × S) = 100 × (81.443 – 82.42) = 100 × (–0.977) = –97.7.Because the spot exchange rate is quotewith two cimplaces, the forwarpoints are scale100. 这道题的解答是不是漏了个括号呀？应该是1+0.0015括号的四分之一次方吧？我用计算器算出来有误差

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NO.PZ2023061903000027 问题如下 Q. The JPY/AUspot exchange rate is 82.42, the Japanese yen interest rate is 0.15 percent, anthe Australillinterest rate is 4.95 percent. If the interest rates are quoteon the basis of a 360-y year, the 90-y forwarpoints in JPY/AUwoulclosest to: A.–377.0. B.–97.7. C.98.9. B is correct. The forwarexchange rate is given by:FJPYAUSJPYAU+rJPYτ1+rAU=82.421+0.0015903601+0.049590360=82.42×0.98815=81.443.The forwarpoints are follows:100 × (F × S) = 100 × (81.443 – 82.42) = 100 × (–0.977) = –97.7.Because the spot exchange rate is quotewith two cimplaces, the forwarpoints are scale100. Because the spot exchange rate is quotewith two cimplaces, the forwarpoints are scale100.为什么？

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81.443哪里来的

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