NO.PZ2023041102000014
问题如下：
Anna Goldsworthy is the chief financial officer of a manufacturing firm headquartered in the United Kingdom. Goldsworthy gathers the exchange rates from Dealer A in Exhibit 1.
The other analyst collects the GBP/EUR forward rates in Exhibit 2.
Selected three-month Libors (annualized) are shown in Exhibit 3. Goldsworthy studies Exhibit 3 and says, “We have the spot rate and the 90-day forward rate for GBP/EUR. As long as we have the GBP 90- day Libor, we will be able to calculate the implied EUR 90-day Libor
Using Exhibits 1, 2, and 3, which international parity condition would Goldsworthy most likely use to calculate the EUR Libor?
选项：
A.Real interest rate parity B.Covered interest rate parity C.Uncovered interest rate parity解释：
The covered interest rate parity conditionspecifies the forward exchange rate that must hold to prevent arbitrage given the spot exchange rate and the risk-free rates in both countries. If the forward and spot exchange rates are known, as well as one of the risk-free rates, the other risk-free rate can be calculated.
相较B和C，什么情况下选择Real interest rate parity？
