NO.PZ2018091706000047
问题如下：
Analyst Bob is studying foreign exchange market. He observes that:
1. The spot exchange market rate is 1.5500 USD/GBP.
2. The 180-Day Libor for dollars is 0.58%, while the 180-Day Libor for pounds is 0.62%.
So, Bob wants to calculate the 180-day forward rate for the USD/GBP. Which international parity condition should he use?
选项：
A.Covered interest rate parity.
B.Both covered interest rate parity Uncovered interest rate parity.
C.Absolute PPP.
解释：
A is correct.
考点：Interest rate parity & PPP
解析：题目条件给出了美元兑英镑的即期汇率以及两国的利率的水平，并且要计算远期汇率水平。那么在这种情况下，我们应该考虑使用Covered interest rate parity的公式计算远期汇率。因为该方法下假设有远期合约的套利机制能确保该公式在短期成立。而Uncovered interest rate parity没有这一假设，所以不选 。 Absolute PPP是一个打酱油的选项，他主要用以计算两国的真实的即期汇率水平，所以也不入选 。
这道题能不能思路从 LIBOR 的不同下手，因为 LIBOR 有差异，所以有套利空间，因而选择 covered
