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Wheel · 2022年02月13日

为什么不选C

  1. CFA I
  2. Economics Analysis

NO.PZ2016010802000210

问题如下：

A three-month forward exchange rate in CAD/USD is listed by a dealer at 1.0123. The dealer also quotes 3-month forward points as a percentage at 6.8%. The CAD/USD spot rate is closest to:

选项：

A.

0.9478.

B.

1.0550.

C.

1.0862.

解释：

A is correct.

Given the forward rate and forward points as a percentage, the unknown in the calculation is the spot rate. The calculation is as follows:

Spot rate × (1 + Forward points as a percentage) = Forward rate

Spot rate × (1 + 0.068) = 1.0123

Spot = 1.0123/1.068 =0.9478

考点： spot rate 与 forward rate 间的计算。

解析：

Spot rate × (1 + 0.068) = 1.0123

Spot = 1.0123/1.068 =0.9478

为什么不能选C啊，dealer也有可能往贴水去报价啊

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1 个答案

笛子_品职助教 · 2022年02月13日

嗨，努力学习的PZer你好：


为什么不能选C啊，dealer也有可能往贴水去报价啊


这就是一个公式

Spot rate × (1 + Forward points as a percentage) = Forward rate

代入数据即可，Forward points as a percentage = 6.8%，Forward rate = 1.0123，计算出Spot rate即可。


The dealer also quotes 3-month forward points as a percentage at 6.8%.

6.8%的意思就是forward/spot-1。如果为正，就是升水，如果未负，就是贴水。


本题中6.8%为正，因此判断为升水报价，而不是贴水报价。



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NO.PZ2016010802000210 问题如下 A three-month forwarexchange rate in CAUSis listea aler 1.0123. The aler also quotes 3-month forwarpoints a percentage 6.8%. The CAUSspot rate is closest to: A.0.9478. B.1.0550. C.1.0862. is correct.Given the forwarrate anforwarpoints a percentage, the unknown in the calculation is the spot rate. The calculation is follows:Spot rate × (1 + Forwarpoints a percentage) = ForwarrateSpot rate × (1 + 0.068) = 1.0123Spot = 1.0123/1.068 =0.9478考点 spot rate 与 forwar rate 间的计算。解析Spot rate × (1 + 0.068) = 1.0123Spot = 1.0123/1.068 =0.9478 如题，为什么No.PZ2016010802000209 (选择题)就用F-S，而这道题不行呢

2022-09-29 22:54 1 · 回答

1.0550. 1.0862. A is correct. Given the forwarrate anforwarpoints a percentage, the unknown in the calculation is the spot rate. The calculation is follows: Spot rate × (1 + Forwarpoints a percentage) = Forwarrate Spot rate × (1 + 0.068) = 1.0123 Spot = 1.0123/1.068 =0.9478 考点 spot rate 与 forwarrate 间的计算。 解析 Spot rate × (1 + 0.068) = 1.0123 Spot = 1.0123/1.068 =0.9478三个月不用把6.8%转换一下？

2020-07-22 10:35 3 · 回答

没看懂这个 这道题 用 F-S=f 算不对嘛？

2019-04-04 07:47 1 · 回答

    这里的6.8%可以当做是美元i兑CA值6.8%吗？

2018-01-20 14:54 1 · 回答