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istaooo · 2024年03月13日

答案里的0.98815好像不对

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:

FJPYAUD=SJPYAUD1+rJPYτ1+rAUDτ=82.421+0.0015903601+0.049590360=82.42×0.98815=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.

计算器按出来是0.988364

2 个答案
已采纳答案

笛子_品职助教 · 2024年03月14日

嗨,从没放弃的小努力你好:


Hello,亲爱的同学~

解析里的解法是B答案的计算过程。这道题的正确计算结果是–97.7。

同学按出来的0.988364,很接近C答案,C不选。

同学可以把“计算器按出来是0.988364”计算过程说一下吗,老师看一看具体的计算公式。




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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!

istaooo · 2024年03月14日

得出81.433的式子里的0.98815好像不对 应该是我说的那个数字

笛子_品职助教 · 2024年03月14日

嗨,努力学习的PZer你好:


得出81.433的式子里的0.98815好像不对 应该是我说的那个数字

Hello,亲爱的同学~

答案是正确的。

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虽然现在很辛苦,但努力过的感觉真的很好,加油!

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