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Allez😃Sea · 2020年05月09日

问一道题:NO.PZ2016010802000211

问题如下:

If the base currency in a forward exchange rate quote is trading at a forward discount, which of the following statements is most accurate?

选项:

A.

The forward points will be positive.

B.

The forward percentage will be negative.

C.

The base currency is expected to appreciate versus the price currency.

解释:

B is correct.

The base currency trading at a forward discount means that 1 unit of the base currency costs less for forward delivery than for spot delivery; i.e., the forward exchange rate is less than the spot exchange rate. The forward points, expressed either as an absolute number of points or as a percentage, are negative.

考点:Forward Premium and Discount

解析:如果基础货币以远期贴水交易,那么远期汇率将低于即期汇率,forward points 和forward percentage都为负数,基础货币将贬值。所以只有B选项正确

老师,钻进死胡同了,我能理解AC是错的,那为什么B是对的

1 个答案

丹丹_品职答疑助手 · 2020年05月10日

嗨,从没放弃的小努力你好:


同学你好,解析中有明确表述,因为远期贴水,所以forward points 和forward percentage都为负数。另外,同学既然能理解a选项是错的,那么也可以用相同思路推算出选项b。


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