麻烦老师

NO.PZ2023010401000153

问题如下：

A three-month forward exchange rate in CAD/USD is listed by a dealer at 1.0123. The dealer also quotes 3-month forward points as a percentage at 6.8%. The CAD/USD spot rate is closest to:

选项：

A.0.9478.

B.1.0550.

C.1.0862.

解释：

Given the forward rate and forward points as a percentage, the unknown in the calculation is the spot rate.

The calculation is as follows:

Spot rate X (1 + Forward points as a percentage) = Forward rate

Spot rate X (1 + 0.068) = 1.0123

Spot = 1.0123/1.068 = 0.9478

中文解析：

给定远期汇率和远期点数作为百分比，计算中的未知因素是即期汇率。

计算如下:

即期汇率X(1 +远期点的百分比)=远期汇率

即期汇率X (1 + 0.068) = 1.0123

现货= 1.0123/1.068 = 0.9478

题目没太看懂。。可以帮忙翻译讲明吗

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1 个答案

品职助教_七七 · 2024年11月16日

嗨，努力学习的PZer你好：

题干给出CAD/USD的远期汇率F=1.0123（A three-month forward exchange rate in CAD/USD is listed by a dealer at 1.0123）。同时给出 forward points as a percentage = 6.8%（The dealer also quotes 3-month forward points as a percentage at 6.8%）。“forward points as a percentage”为（F-S）/S。这个信息就说明（F-S）/S=6.8%。

题目要根据上述信息计算现在的汇率S。将F=1.0123代入到（F-S）/S=0.068中，就可以解出S。

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