问题如下图:
选项:
A.
B.
C.
解释:
能否用中文解释下这道题的意思?谢谢
NO.PZ201512020800000105 问题如下 5. If Smith’s statement on parity contions is correct, future spot exchange rates are most likely to forecast by: A.current spot rates. B.forwarexchange rates. C.inflation rate fferentials. B is correct.rearranging the terms of the equation fining covereinterest rate parity, anassuming thuncovereinterest rate parity is in effect, the forwarexchange rate is equto the expectefuture spot exchange rate, Ff/Sf/F_{f/=S_{f/^eFf/=Sf/, with the expectepercentage change in the spot rate equto the interest rate fferential. Thus, the forwarexchange rate is unbiaseforecast of the future spot exchange rate.考点: UncovereInterest Rate Parity解析如果covereuncovere成立,那么forwarrate 是future spot rate预测的一个无偏估计量。这题直接考察结论,这个结论需要大家记住。 根据UNCOVEREIRP,future spot rate的计算公式也是通过即期汇率计算出来的,那么为什么不选即期汇率?
NO.PZ201512020800000105 问题如下 5. If Smith’s statement on parity contions is correct, future spot exchange rates are most likely to forecast by: A.current spot rates. B.forwarexchange rates. C.inflation rate fferentials. B is correct.rearranging the terms of the equation fining covereinterest rate parity, anassuming thuncovereinterest rate parity is in effect, the forwarexchange rate is equto the expectefuture spot exchange rate, Ff/Sf/F_{f/=S_{f/^eFf/=Sf/, with the expectepercentage change in the spot rate equto the interest rate fferential. Thus, the forwarexchange rate is unbiaseforecast of the future spot exchange rate.考点: UncovereInterest Rate Parity解析如果covereuncovere成立,那么forwarrate 是future spot rate预测的一个无偏估计量。这题直接考察结论,这个结论需要大家记住。 是因为没提PPP所以不选C吗?