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AgnesWu · 2024年02月28日

关于题目的理解

  1. CFA I
  2. Economics Analysis

NO.PZ2023071902000005

问题如下：

Question When the local currency is trading at a forward premium, the interest rate in the foreign country, compared to the domestic country's interest rate, is most likely:

选项：

A.lower.

B.higher.

C.the same.

解释：

Solution


B Correct. The currency with the higher (lower) interest rate will always trade at a forward discount (premium). The lower interest rate in the domestic country will be compensated by the appreciation of the domestic currency over the investment period.

Exchange Rate Calculations

• explain the arbitrage relationship between spot and forward exchange rates and interest rates, calculate a forward rate using points or in percentage terms, and interpret a forward discount or premium

这道题的问题应该是站在current 时点而言吧？

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1 个答案

笛子_品职助教 · 2024年02月29日

嗨，从没放弃的小努力你好：


这道题的问题应该是站在current 时点而言吧？

Hello，亲爱的同学~

同学理解正确。

这道题考查利率平价公式。

利率平价公式是current 时间点。

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加油吧，让我们一起遇见更好的自己！

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