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avalon · 2025年07月01日

麻烦助教老师看下这题,

* 问题详情,请 查看题干

NO.PZ202106160100000101

问题如下:

Using the quotes in Exhibit 1, the amount received by Goldsworthy from converting JPY 225,000,000 will be closest to:

选项:

A.

GBP 1,734,906

B.

GBP 1,735,174

C.

GBP 1,735,442

解释:

A is correct.

Goldsworthy has been given a bid–offer spread. Because she is buying the base currency—in this case, GBP—she must pay the offer price of JPY 129.69 per GBP.

JPY225,000.000129.69  JPY/GBP=GBP1,734,906\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906

考点: Spot rates and forward rates以及bid-offer spread

解析: 题目中说投资者要买GBP,那么就应该使用DEALER关于GBP的卖价做加交易。所以可得

JPY225,000.000129.69  JPY/GBP=GBP1,734,906\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906

把JPY换成GBP,为啥不能用129.65而用129.69

1 个答案

品职助教_七七 · 2025年07月01日

嗨,努力学习的PZer你好:


1)表格中给出的标价方式为JPY/GBP,说明GBP是base currency,表格中的bid和offer都是针对dealer对于GBP的报价。其中bid为dealer对GBP的买价,offer(也可以写为ask)为dealer对GBP的卖价;

2)题干要求该投资者将收到的日元转化为英镑,这就相当于要求该投资者用日元去买英镑。投资者买英镑等同于dealer卖英镑。所以要选择dealer对于GBP的卖价,即offer的价格129.69。


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