NO.PZ2024061801000042
问题如下：
The annual interest rate is 3% in the United States and 7% in Mexico. The spot rate for the Mexican peso is USDMXN 20. The six-month arbitrage-free forward rate is closest to:
选项：
A.USDMXN 19.25.
B.USDMXN 19.62.
C.USDMXN 20.38
D.USDMXN 20.78.
解释：
F(6-month) = USDMXN 20 × (1.07 / 1.03)0.5 = USDMXN 20.38
1USD =20 MXN, USD的无风险利率是3%所以3个月后1usd=20*1.03 MXN，然后除以MXN的无风险利率1.07？
