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Frances · 2025年07月04日

准确计算应该是1.1765%?

NO.PZ2024092001000043

问题如下:

An analyst gathers the following data for a potential short-term investment:

Over the next year, ifuncovered interest rate parity holds, the NZD is expected to appreciate

选项:

A.

1.25%

B.2.00%

C.2.25%

解释:

A Correct because if the uncovered interest rate parity holds the expected change in thespot exchange rate over the investment horizon should be reflected in theinterest rate differential:

7.50% 6.25% = 1.25%

A 选项正确,因为若无抛补利率平价(Uncovered Interest Rate Parity, UIP)成立,投资期限内即期汇率的预期变动率应等于两国利差:
=
i
fid=7.50%6.25%=1.25%

根据 UIP 理论,投资者承担汇率风险时,更高的外国利率(7.50%)应被预期的本币升值(或外币贬值)所抵消,最终使国内外投资的预期收益相等。题目中直接通过利差计算预期汇率变动,符合 UIP 的核心逻辑(预期汇率变动率等于利差),因此 A 选项正确。

1.075/1.0625-1=0.0117647 准确计算是这个对吧? 没有这个选项所以选约等的?

0 个答案