问题如下图:
选项:
A.
B.
C.
解释:
不明白为什么不是A
NO.PZ2016010801000112问题如下The spot exchange rate for USrelative to Euro is 1.1607 USEUR, anthe 90-y forwarrate is 1.1624 USEUR. Baseon the above information, USis:A.trang a 90-y forwarpremium of 0.14%B.trang a 90-y forwarscount of 0.14%C.trang a 90-y forwarpremium of 0.15%B is correct.The spot EUR/USis 1/1.1607=0.8615, anthe forwarEUR/USis 1/1.1624=0.8603. 0.8603/0.8615-1=-0.14%, whimeans a forwarscount of 14%考点 forwarpremium /scount解析资本项目包括资本转移和非金融资产的买卖。现货欧元/美元为1/1.1607=0.8615,远期欧元/美元为1/1.1624=0.8603。0.8603/0.8615-1=-0.14%,即远期贴水14%我的解法是这样的所以我一直都选的C我不太明白为什么要兜一个圈子去算EUR/US望老师看看我是哪里错了,我这种题因为这样的思路可能就是做一道错一道😂焦虑了
NO.PZ2016010801000112 问题如下 The spot exchange rate for USrelative to Euro is 1.1607 USEUR, anthe 90-y forwarrate is 1.1624 USEUR. Baseon the above information, USis: A.trang a 90-y forwarpremium of 0.14% B.trang a 90-y forwarscount of 0.14% C.trang a 90-y forwarpremium of 0.15% B is correct.The spot EUR/USis 1/1.1607=0.8615, anthe forwarEUR/USis 1/1.1624=0.8603. 0.8603/0.8615-1=-0.14%, whimeans a forwarscount of 14%考点 forwarpremium /scount解析资本项目包括资本转移和非金融资产的买卖。现货欧元/美元为1/1.1607=0.8615,远期欧元/美元为1/1.1624=0.8603。0.8603/0.8615-1=-0.14%,即远期贴水14% 远期汇率上涨了啊,为啥不是升水?
NO.PZ2016010801000112 问题如下 The spot exchange rate for USrelative to Euro is 1.1607 USEUR, anthe 90-y forwarrate is 1.1624 USEUR. Baseon the above information, USis: A.trang a 90-y forwarpremium of 0.14% B.trang a 90-y forwarscount of 0.14% C.trang a 90-y forwarpremium of 0.15% B is correct.The spot EUR/USis 1/1.1607=0.8615, anthe forwarEUR/USis 1/1.1624=0.8603. 0.8603/0.8615-1=-0.14%, whimeans a forwarscount of 14%考点 forwarpremium /scount解析资本项目包括资本转移和非金融资产的买卖。现货欧元/美元为1/1.1607=0.8615,远期欧元/美元为1/1.1624=0.8603。0.8603/0.8615-1=-0.14%,即远期贴水14% 想问下这个题目讲义中哪里有讲到过呢,(1.1624-1.1607)/1.1607=0.15% USEUR这么看是否可以理解为相对于1欧元,兑换的美元是增加的,所以欧元升值,美元贬值。
NO.PZ2016010801000112问题如下The spot exchange rate for USrelative to Euro is 1.1607 USEUR, anthe 90-y forwarrate is 1.1624 USEUR. Baseon the above information, USis:A.trang a 90-y forwarpremium of 0.14%B.trang a 90-y forwarscount of 0.14%C.trang a 90-y forwarpremium of 0.15%B is correct.The spot EUR/USis 1/1.1607=0.8615, anthe forwarEUR/USis 1/1.1624=0.8603. 0.8603/0.8615-1=-0.14%, whimeans a forwarscount of 14%考点 forwarpremium /scount解析资本项目包括资本转移和非金融资产的买卖。现货欧元/美元为1/1.1607=0.8615,远期欧元/美元为1/1.1624=0.8603。0.8603/0.8615-1=-0.14%,即远期贴水14%forwarpremium scount 不是用forwarrate-spot rate吗,这道题目概念让我混乱了
NO.PZ2016010801000112 这道题计算有点问题,如果小数点保留6位小数,B的答案应该是0.15才对