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Nancy 王悦 · 2020年05月08日

问一道题:NO.PZ2018062003000211 [ CFA I ]

问题如下:

Assume that the base currency has a forward premium, which of the following statements is least correct?

选项:

A.

The forward points will be positive.

B.

The forward percentage will be negative.

C.

Compared with the price currency, the base currency is expected to appreciate.

解释:

B is correct.

If the base currency trading at a forward premium, then the forward rate will be higher than the spot rate, the points are positive and the base currency will be appreciate.

考点:Forward Premium and Discount

解析:如果基础货币以远期溢价交易,那么远期汇率将高于即期汇率, forward points 和forward percentage都为正,基础货币将升值。所以只有B选项入选。

c选项没有看太明白是什么意思

1 个答案

丹丹_品职答疑助手 · 2020年05月08日

嗨,爱思考的PZer你好:


同学你好,远期溢价的意思是比如:用¥/$标价中,美元是base currency。当期 1¥/$,远期 2¥/$,那么到了未来1美元=2人民币,美元升值。


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