问题如下:
Sid is a dealer in America. Sid listed a 6-month forward exchange rate in USD/GBP at 1.3923. Sid also forecasts 6-month forward points as a percentage at 5.6%. Which of the following options of the USD/GBP spot rate is most accurate?
选项:
A.1.3185.
B.0.7585.
C.1.3923.
解释:
A is correct.
Spot rate × (1 + 0.056) = 1.3923
Spot rate = 1.3923/1.056 =1.3185
考点: spot rate 与 forward rate 间的转换计算。
解析:
Spot rate × (1 + 0.056) = 1.3923
Spot rate = 1.3923/1.056 =1.3185
老师,请问6个月的spot point是不是年化,转化成6个月需不需要除以2?