问一道题：NO.PZ2016082402000020

The one-year U.S. dollar interest rate is 2.75% and one-year Canadian dollar interest rate is 4.25%. The current USD/CAD spot exchange rate is 1.0221-1.0225. Calculate the one-year USD/CAD forward rate. Assume annual compounding.

选项：

1.0076

1.0074

1.0075

1.03722

解释：

ANSWER: A

The spot price is the middle rate of $1.0223. Using annual (not continuous) compounding, the forward price is $F=\frac{S{(1+r)}}{(1+R\ast)}=\frac{1.0223\times1.0275}{1.0425}=1.0076.$

同学你好，我们一般是这样做的：如果题目没有说是Long/short某国货币，那就取中间值。如果给了，比如说是要long美元，且现在挂牌价是1.0221-1.0225, 则买美元的现价是1.0225。

这个回答跟老师上课讲的不一样啊，他说的是A/B格式的话就是要long后面的B啊？？