evelynql · 2021年11月01日
A research report produced by a dealer includes the following exchange rates:
Spot Rate
Expected Spot Rate in One Year
USD/EUR
1.3960
1.3860
USD/CAD
1.0110
1.0300
EUR/GBP
1.2850
1.2790
The expected appreciation (%) of the Canadian dollar (CAD) relative to the British pound (GBP) is closest to:
A –3.00
B 3.09.
C 0.70.
笛子_品职助教 · 2021年11月01日
嗨，努力学习的PZer你好：
这是个交叉汇率的题目
首先把EUR/GBP，USD/EUR，转化成USD/GBP
spot rate: USD/GBP：1.2850*1.3960 =1.7939
1年后： USD/GBP：1.2790×1.3860 = 1.7727
再把USD/GBP ,USD/CAD，换成GBP/CAD
spot rate：GBP/CAD = 1.0110/1.7939 =0.5636
1年后：GBP/CAD = 1.0300/1.7727 = 0.5810
0.5810/0.5636-1=3.09%
选B。
----------------------------------------------加油吧，让我们一起遇见更好的自己！
