NO.PZ2018091706000058
问题如下:
The following are the current spot rate and forward
points being quoted for theCHF/GBP currency pair:
The current all-in
bid rate for delivery of GBP against the CHF in three months isclosest to:
选项:
A.
1.49136
B.
1.49150
C.
1.49164
解释:
The
current all-in three month bid rate for GBP (the base currency) is equalto
1.4939 + (–25.4/10,000) = 1.49136.
解析:根据表格数据,计算过程如下:
1.4939
+ (–25.4/10,000) = 1.49136.
老师您好,我想问下题目中汇率现价是1.4939-1.4941CHF/GBP,bid price是1.4939,bid price可以理解为dealer买一个GBP需要花1.4939CHF,ask price可以理解为dealer卖一个GBP卖价为1.4941CHF。所以我们买GBP时对应的是dealer的卖价,我们买一个GBP需要花1.4941CHF。
这样算的话,三个月后交付一个GBP相当于买一个GBP,价格应该是1.4941-24.6=1.4916。
请问我的理解是哪一步有误呢?