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_左边 · 2020年01月12日

问一道题：NO.PZ2018091706000063 [ CFA II ]

  1. CFA II
  2. Economics Analysis

问题如下图：

选项：

A.

B.

C.

解释：

 

还是不懂为什么不能用（DRN/USD）除以（EUR/USD）？前面一道题不就是用的除法吗？为什么这里要用倒数算。除法和倒数算出来的数是不一样的。请老师详细解答，谢谢！

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1 个答案

源_品职助教 · 2020年01月15日

嗨，努力学习的PZer你好：


可以用（DRN/USD）除以（EUR/USD），

因为 （DRN/USD）除以（EUR/USD）就等于解析中的（DRN/USD）乘以（USD/EUR）,最后表达形式都是DRN/EUR

但是如果是除法，要选对买价和卖价，因为除以EUR/USD的买价其实就等于乘以USD/EUR的卖价，如果你买价卖价选错，计算结果也就不对了。

不客气~

 


-------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！


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NO.PZ2018091706000063 问题如下 Baseonthe exchange rate quotes in Exhibit 2, opportunistic Europehee funnterestein triangularbitrage between the aler aninterbank markets ismost likely to: Exhibit 2Interbank analerCurrenQuotes anRates A.buy EUR in the interbank market ansell EUR to theltonialer B.buy EUR from the ltonianaler ansell EUR in the interbank market C.scover thno triangulararbitrage opportunity exists Calculate the interbank impliecross rate for (N/EUR).Invert the (EUR/US quotes. The 0.8045 bibecomes 1/0.8045 = 1.243 offer for (USEUR). The 0.8065 offer becomes 1/0.8065 = 1.240 bifor (USEUR). termine the interbank impliecross currenquotes for (N/EUR) follows:Bi 1.205(N/US * 1.24 (USEUR) = 1.4942 (N/EUR)Offer: 1.210 (N/US*1.243 (USEUR) = 1.504 (R/EUR).解析:计算银行间隐含交叉利率(N/EUR)过程如下先计算反向报价(欧元/美元)。0.8045 买价变成卖价1/0.8045 = 1.243(美元/欧元)。0.8065的卖价变成买价1/0.8065 = 1240美元/欧元。确定下列银行间隐含的货币交叉报价(N/EUR): 买价: 1.205(N/US × 1.24 (USEUR) = 1.4942 (N/EUR);卖价: 1.210 (N/US×1.243 (USEUR) = 1.504 (R/EUR). 实际考试的汇率表达方式是一样的斜杠吗？还是用的冒号呢？另外这个题，直接相除不就行了，不用inverse了吧

2024-04-21 19:39 2 · 回答

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2023-10-15 22:24 1 · 回答

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2023-03-11 08:44 1 · 回答

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