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eee · 2019年03月27日

书后第17题

Subscriber 2“I have observed that many of the overseas markets for Korean export goods are slowing, while the United States is experiencing a rise in exports. Both trends can combine to possibly affect the value of the won (KRW) relative to the US dollar. As a result, I am considering a speculative currency trade on the KRW/USD exchange rate. I also expect the volatility in this exchange rate to increase.”

(Institute 460)


17 For Subscriber 2, and assuming all of the choices relate to the KRW/USD exchange rate, the best way to implement the trading strategy would be to:

  1. write a straddle.

  2. buy a put option.

  3. use a long NDF position.

请问b选项为何不行,题目中提到波动上升,我以为option更好

1 个答案
已采纳答案

Shimin_CPA税法主讲、CFA教研 · 2019年03月27日

韩国出口放缓,市场对韩国本币的需求下降,韩元贬值。美国出口增加,市场对美元的需求增加,所以美元升值。未来 KRW/USD 上升,应该买call option。

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