NO.PZ2024061801000100
问题如下：
Suppose Company X pays 5% annually (in euros) to Company Y and receives 4% annually (in dollars). Company X pays €100 million to Y and receives $150 million from Y.Company Y pays $150 million to X and receives €100 million from X. Assume the yield curve is flat in the United States and in Germany (Europe). The U.S. rate is 3%, and the German rate is 5%. The current spot exchange rate is $1.45/€. What is the value of the currency swap to Company X using the bond methodology if it is expected to last for two more years?
选项：
A.−$3.34 million.
B.$3.34 million.
C.−$7.86 million.
D.$7.86 million.
解释：
B$= 6 / 1.03 + 156 / 1.032= $5.82 + $147.04 = $152.86
B€= 5 / 1.05 + 105 / 1.052= €4.76 + €95.24 = €100.00
Vswap (to X) = 152.86 − (1.45 × 100.00) = $7.86 million
请问我画的图对不对？最后算现值为什么是下面箭头减上面箭头
