NO.PZ2023010401000160
问题如下：
An investor examines the following rate quotes for the Brazilian real and the Australian dollar:
If the investor
shorts BRL500,000 he will achieve a risk-free arbitrage profit (in BRL) closest
to:
选项：
A.-6,327
B.1,344
C.6,405
解释：
If the right side of the following equation is greater than the left, an arbitrage opportunity exists.
中文解析：
如果等式右侧大于左侧，则存在套利机会。
套利利润是等式的右边减去左边。
右侧:
步骤1 brl500,000 × (1/2.1128AUD/BRL) = AUD236,653
步骤2 aud236653 × (1.031) = aud243989
步骤3 aud243,989 × 2.1388 = BRL521,844
老师好，看答案的公式，f和s作为分母分子好像反了，是因为short brl的原因吗
，同学直接忽视掉就可以。没必要去看。