An analyst is examining the exchange rate between the US dollar and the euro and is given the
following information regarding the EUR/USD exchange rate and the respective risk-free interest
rates:
• Current EUR/USD exchange rate: 1.18
• Current USD-denominated 1-year risk-free interest rate: 2.5% per year
• Current EUR-denominated 1-year risk-free interest rate: 1.5% per year
According to the interest rate parity theorem, what is the 1-year forward EUR/USD exchange rate?
题目很简单,我的问题是,根据李老师讲的方法,买卖分母的货币,A/B, FP= S*e(Ra-Rb)t, 这道题a是EUR, b是USD, 我就按照1.5-2.5了,然后就错了。。。。我哪里掌握错了呢