NO.PZ2018062003000211
问题如下:
Assume that the base currency has a forward premium, which of the following statements is least correct?
选项:
A.
The forward points will be positive.
B.
The forward percentage will be negative.
C.
Compared with the price currency, the base currency is expected to appreciate.
解释:
B is correct.
If the base currency trading at a forward premium, then the forward rate will be higher than the spot rate, the points are positive and the base currency will be appreciate.
考点:Forward Premium and Discount
解析:如果基础货币以远期溢价交易,那么远期汇率将高于即期汇率, forward points 和forward percentage都为正,基础货币将升值。所以只有B选项入选。
base currency不是在分母上吗? 远期溢价不就降低整个值吗?