开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

犬来八荒 · 2023年06月29日

能否根据EUR against USD来判断DC FC?

NO.PZ2018111501000001

问题如下:

Aron wants to analyze the movement of EUR against the foreign currency USD for portfolio X. It is known that the domestic-currency return is 15% and the foreign-currency asset return is 12%. Which of the following is correct?

选项:

A.

the percentage movement in the spot exchange rate is -2.61%, EUR relative to USD is appreciated.

B.

the percentage movement in the spot exchange rate is 2.68%, EUR relative to USD is appreciated.

C.

the percentage movement in the spot exchange rate is 2.68%, EUR relative to USD is depreciated.

解释:

C is correct.

考点:Currency Risk & Portfolio Return and Risk

解析:

RDC=(1+RFC)(1+RFX)1R_{DC}=(1+R_{FC})(1+R_{FX})-1

已知domestic-currency return is 15%,即RDC=15%R_{DC}=15\%,foreign-currency asset return is 12%,即RFC=12%R_{FC}=12\% ,代入公式,则RFX=2.68%R_{FX}=2.68\% 。根据EUR/USD(DC/FC)的外汇报价方式,由于RFX>0R_{FX}>0,因此USD相对于EUR是升值的,也就是说, EUR相对于USD是贬值的。

这里想问下题干阅读理解的问题,是否外汇这里有约定俗成的含义。

题干中提到了analyze the movement of EUR against the foreign currency USD for portfolio X。因此可以知道USD是FC。

但如果题目中去掉粗体的foreign currency,只说analyze the movement of EUR against USD for portfolio X,是否能知道FC是谁?


看到基础班课件上对于Rfx的定义,提到了Rfx is the movement of foreign currency agianst domestic currency.

所以有点疑问。

1 个答案

pzqa31 · 2023年06月29日

嗨,从没放弃的小努力你好:


个人觉得不能,一般题目都会说的很明确的,大多会告诉你客户或者投资者是哪个国家的人,想去哪里投资,就能判断本外币。

----------------------------------------------
加油吧,让我们一起遇见更好的自己!

  • 1

    回答
  • 0

    关注
  • 330

    浏览
相关问题

NO.PZ2018111501000001问题如下Aron wants to analyze the movement of EUR against the foreign currenUSfor portfolio X. It is known ththe mestic-currenreturn is 15% anthe foreign-currenasset return is 12%. Whiof the following is correct?A.the percentage movement in the spot exchange rate is -2.61%, EUR relative to USis appreciateB.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis appreciateC.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis preciate C is correct.考点CurrenRisk Portfolio Return anRisk解析R=(1+RFC)(1+RFX)−1R_{}=(1+R_{FC})(1+R_{FX})-1R​=(1+RFC​)(1+RFX​)−1已知mestic-currenreturn is 15%,即R=15%R_{}=15\%R​=15%,foreign-currenasset return is 12%,即RFC=12%R_{FC}=12\%RFC​=12% ,代入公式,则RFX=2.68%R_{FX}=2.68\%RFX​=2.68% 。根据EUR/US/FC)的外汇报价方式,由于RFX 0R_{FX} 0RFX​ 0,因此US对于EUR是升值的,也就是说, EUR相对于US贬值的。 根据Fc/的报价方式,应该是useur,那这么看eur应该是升值了啊

2023-12-13 11:40 2 · 回答

NO.PZ2018111501000001 问题如下 Aron wants to analyze the movement of EUR against the foreign currenUSfor portfolio X. It is known ththe mestic-currenreturn is 15% anthe foreign-currenasset return is 12%. Whiof the following is correct? A.the percentage movement in the spot exchange rate is -2.61%, EUR relative to USis appreciate B.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis appreciate C.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis preciate C is correct.考点CurrenRisk Portfolio Return anRisk解析R=(1+RFC)(1+RFX)−1R_{}=(1+R_{FC})(1+R_{FX})-1R​=(1+RFC​)(1+RFX​)−1已知mestic-currenreturn is 15%,即R=15%R_{}=15\%R​=15%,foreign-currenasset return is 12%,即RFC=12%R_{FC}=12\%RFC​=12% ,代入公式,则RFX=2.68%R_{FX}=2.68\%RFX​=2.68% 。根据EUR/US/FC)的外汇报价方式,由于RFX 0R_{FX} 0RFX​ 0,因此US对于EUR是升值的,也就是说, EUR相对于US贬值的。 问题1.这道题目 本币EUR, 外币是US对吗? 题干中 ,如果说 foreign currenUS那么 US就是 外币吧?(因为 总是习惯性 认为 US本币了)问题2.这里算出来 Rfx ,外汇变动收益为2.68%代表 外汇US相对于 EUR 上涨了2.68%但是如果算,本币EUR 相对于 外汇下跌了多少%?怎么算呢?USEUR 从1 ,变成 1.0268EUR/US1,变成1/1.0268则US变动幅度是 (1/1.0268-1)=-2.61%是这样计算吗?

2022-12-03 12:42 1 · 回答

NO.PZ2018111501000001 the percentage movement in the spot exchange rate is 2.68%,, EUR relative to USis preciate这个答案没问题,但是我们在计算 spot exchange rate是不是应该站在EUR角度,这样计算数值应该是-2.61%,毕竟题目问的是analyze the movement of EUR against the foreign currenUS

2022-03-08 11:00 1 · 回答

NO.PZ2018111501000001 老师,您好!请问下,通过这道题的题干的描述“EUR against the foreign currenUS,能否直接判断出来是USEUR还是EUR/US

2021-10-05 11:45 1 · 回答