问题如下图:
选项:
A.
B.
C.
解释:
1。是否是题目中说Bob要“ calculate forward rate” 就是暗示有forward contract =covered interest rate parity?
而这个题目中没说就不是?
2. 如果题目中说BOb calculate forward rate但是没有发现forward currency contract,我们如何判定是covered还是uncovered?
NO.PZ2018091706000048问题如下 Analyst Bob is stuing foreign exchange market. He observes that:1. The spot exchange market rate is 1.5500 USG2. The 6-month Libor for llars is 0.58, while the 6-month Libor for poun is 0.62So, Bob wants to calculate the USGexchange rate in 6 months but he fin ththe forwarcurrencontracts are not available. Whiinternationparity contion shoulhe use?A.Uncovereinterest rate parity.B.Both covereinterest rate parity anUncovereinterest rate parity.C.Covereinterest rate parity.A is correct.考点Interest rate parity 解析解题的关键在与题目中一句话\"the forwarcurrencontracts are not available.\"这就表明因为没有远期合约的参与,所以没有套利机制保证covereinterest rate parity成立,所以这时只能选用Uncovereinterest rate parity。老师时间久了真的彻底一点印象都没有,在哪个里回看?
没有forwarcontract就没有,为什么不能直接利用covereinterest rate parity 来算F呢?为什么只能在有forwarcontract的前提下,才能用covereinterest rate parity去算F呢? 请帮忙解答,谢谢。
如果这个题目说有forwarcontract的存在,我们选covere? 因为我在想,要是有有forwarcontract,我们干嘛还要算forwarcontract呀? forwarcontract里面写的不就是不就是等于大F,不也等于我们要去求的forwarspot rate么?
条件里6个月算是中短期吧,uncovere成立所以不用啊?