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weixi · 2017年12月02日

选项B河选项C如何区分问一道题：NO.PZ2016010802000208 [ CFA I ]

  1. CFA I
  2. Economics Analysis
问题如下图：
选项：
A.
B.
C.
解释：
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1 个答案
已采纳答案

源_品职助教 · 2017年12月02日

这题计算过程中汇率标价法弄对就不会混淆啊。最后算得1.1210以及1.1168都是ZAR/SEK的形式，所以在乘以1,000,000sek,自然就是B选项的表达形式

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NO.PZ2016010802000208 问题如下 A aler provis the following quotes:Another aler is quoting the ZAR/SEK cross-rate 1.1210. The arbitrage profit thcearneis closest to: A.Z3671 per million SEK tra B.SEK 4200 per million Ztra C.Z4200 per million SEK tra is correct.The ZAR/SEK cross-rate from the originaler is (1.0218/0.9149) = 1.1168, whiis lower ththe quote from the seconaler. To earn arbitrage profit, a currentrar woulbuy SEK (sell ZAR) from the originaler ansell SEK (buy ZAR) to the seconaler. On 1 million SEK the profit woulbeSEK 1,000,000 × (1.1210 – 1.1168) = Z4200考点 cross-rate解析原交易对商ZAR/SEK交叉率为(1.0218/0.9149)= 1.1168，低于第二个交易商的报价。为了赚取套利利润，投资者应当从原始交易商那里购买SEK (sell ZAR)，然后将SEK 卖给第二交易商(buy ZAR)。100万SEK的利润是SEK 1,000,000 × (1.1210 – 1.1168) = Z4200 怎么没明白，从第一个交叉换汇那个地方就没看懂，可否详细一下呢

2023-07-13 07:56 2 · 回答

NO.PZ2016010802000208问题如下A aler provis the following quotes:Another aler is quoting the ZAR/SEK cross-rate 1.1210. The arbitrage profit thcearneis closest to:A.Z3671 per million SEK traB.SEK 4200 per million ZtraC.Z4200 per million SEK trais correct.The ZAR/SEK cross-rate from the originaler is (1.0218/0.9149) = 1.1168, whiis lower ththe quote from the seconaler. To earn arbitrage profit, a currentrar woulbuy SEK (sell ZAR) from the originaler ansell SEK (buy ZAR) to the seconaler. On 1 million SEK the profit woulbeSEK 1,000,000 × (1.1210 – 1.1168) = Z4200考点 cross-rate解析原交易对商ZAR/SEK交叉率为(1.0218/0.9149)= 1.1168，低于第二个交易商的报价。为了赚取套利利润，投资者应当从原始交易商那里购买SEK (sell ZAR)，然后将SEK 卖给第二交易商(buy ZAR)。100万SEK的利润是SEK 1,000,000 × (1.1210 – 1.1168) = Z4200quoting the ZAR/SEK cross-rate 1.1210，是不是指1.1210ZAR/SEK，还是ZAR/SEK=1.1210？

2022-08-09 21:39 1 · 回答

NO.PZ2016010802000208问题如下A aler provis the following quotes:Another aler is quoting the ZAR/SEK cross-rate 1.1210. The arbitrage profit thcearneis closest to:A.Z3671 per million SEK traB.SEK 4200 per million ZtraC.Z4200 per million SEK trais correct.The ZAR/SEK cross-rate from the originaler is (1.0218/0.9149) = 1.1168, whiis lower ththe quote from the seconaler. To earn arbitrage profit, a currentrar woulbuy SEK (sell ZAR) from the originaler ansell SEK (buy ZAR) to the seconaler. On 1 million SEK the profit woulbeSEK 1,000,000 × (1.1210 – 1.1168) = Z4200考点 cross-rate解析原交易对商ZAR/SEK交叉率为(1.0218/0.9149)= 1.1168，低于第二个交易商的报价。为了赚取套利利润，投资者应当从原始交易商那里购买SEK (sell ZAR)，然后将SEK 卖给第二交易商(buy ZAR)。100万SEK的利润是SEK 1,000,000 × (1.1210 – 1.1168) = Z4200ZAR/SEK不是0.9149/1.0218吗？

2022-07-24 22:59 1 · 回答

老师，好 我研究了半天还是没懂单位为啥是按c的写法。答案的那个计算方法我也没看明白。看前面说是协会规定，那意思就是碰见类似的题目算完，直接把两边单位换一下选答案么？我按何老师上课说的把汇率写法变成斜杠统一形式，算出来的就是b。能否写下具体的计算过程。谢谢。

2020-08-06 19:24 1 · 回答

老师 不太明白为什么是4200sek而不是4200zar呢 能不能下

2020-05-28 16:47 1 · 回答