dada · 2022年02月01日
NO.PZ2018113001000062
问题如下：
At present, the price for the fed funds futures
contract expiring after the next FOMC meeting is 97.50. The current federal
funds rate target range is set between 2.20% and 2.45%.
Calculate the probability of a 25 bp
interest rate hike at the next FOMC meeting：
解释：
97.50期货合约价格隐含的FFE汇率为2.50%(= 100 - 97.50)。这是市场参与者预期的当月联邦基金平均利率。
P = expected FFE rate - current federal funds rate / 25bp
= [ 2.5% - 0.5 × （2.45% + 2.20%）] / 25bp = 70%
这种题是有没有可能算出来概率大于100%的？
NO.PZ2018113001000062 问题如下 present, the prifor the fefun futurescontraexpiring after the next FOMC meeting is 97.50. The current feralfun rate target range is set between 2.20% an2.45%.Calculate the probability of a 25 bpinterest rate hike the next FOMC meeting 97.50期货合约价格隐含的FFE汇率为2.50%(= 100 - 97.50)。这是市场参与者预期的当月联邦基金平均利率。P = expecteFFE rate - current ferfun rate / 25 = [ 2.5% - 0.5 × （2.45% + 2.20%）] / 25= 70% 如题或者仅仅按参考题目答题P = expecteFFE rate - current ferfun rate / 25bp
NO.PZ2018113001000062 问题如下 present, the prifor the fefun futurescontraexpiring after the next FOMC meeting is 97.50. The current feralfun rate target range is set between 2.20% an2.45%.Calculate the probability of a 25 bpinterest rate hike the next FOMC meeting 97.50期货合约价格隐含的FFE汇率为2.50%(= 100 - 97.50)。这是市场参与者预期的当月联邦基金平均利率。P = expecteFFE rate - current ferfun rate / 25 = [ 2.5% - 0.5 × （2.45% + 2.20%）] / 25= 70% 就直接写答案，可以得满分么
NO.PZ2018113001000062 问题如下 present, the prifor the fefun futurescontraexpiring after the next FOMC meeting is 97.50. The current feralfun rate target range is set between 2.20% an2.45%.Calculate the probability of a 25 bpinterest rate hike the next FOMC meeting 97.50期货合约价格隐含的FFE汇率为2.50%(= 100 - 97.50)。这是市场参与者预期的当月联邦基金平均利率。P = expecteFFE rate - current ferfun rate / 25 = [ 2.5% - 0.5 × （2.45% + 2.20%）] / 25= 70% [ the probability of a 25 interest rate hike the next FOMC meeting]这句话是啥意思，没看懂~
