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皓月 · 2024年09月03日

我的理解对不对

NO.PZ2018113001000013

问题如下:

ABC is a China-based company. It will receive €100,000 in one month. The company wants to hedge the exchange risk, so it plans to use a forward contract that is priced at 8.0 RMB/€. Which of following statements is most likely correct?

选项:

A.

ABC will take a short forward position and pay¥800,000

B.

ABC will take a long forward position and receive¥800,000

C.

ABC will take a short forward position and receive¥800,000

解释:

C is correct.

考点:Foreign Currency Risk

解析:

因为该公司未来将收到100,000欧元,担心欧元下降,所以应该卖欧元。这份合约中欧元是base currency,所以 short forward. 到期时支付100,000欧元,收到100,000×8=800,000人民币。

因为是以后要收到欧元,所以现在是卖出欧元的期货合约,我这么理解对不对?

1 个答案
已采纳答案

pzqa27 · 2024年09月04日

嗨,从没放弃的小努力你好:


对的,没有问题。

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