问

NO.PZ2023010401000153

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：

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 X (1 + Forward points as a percentage) = Forward rate

Spot rate X (1 + 0.068) = 1.0123

Spot = 1.0123/1.068 = 0.9478

中文解析：

给定远期汇率和远期点数作为百分比，计算中的未知因素是即期汇率。

计算如下:

即期汇率X(1 +远期点的百分比)=远期汇率

即期汇率X (1 + 0.068) = 1.0123

现货= 1.0123/1.068 = 0.9478

这道题能用到F/S=1+rx/1+ry这个公式吗

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笛子_品职助教 · 2023年11月01日

嗨，爱思考的PZer你好：

这道题能用到F/S=1+rx/1+ry这个公式吗

Hello，亲爱的同学~

这道题用不到呢。

因为这道题里面，也没有涉及到利率，所以用不到与利率有关的公式。

这道题用的是以下公式：

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

同学看看基础讲义上的这道例题。

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就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

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NO.PZ2023010401000153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. Given the forwarrate anforwarpoints a percentage, the unknown in the calculation is the spot rate. The calculation is follows:Spot rate X (1 + Forwarpoints a percentage) = ForwarrateSpot rate X (1 + 0.068) = 1.0123Spot = 1.0123/1.068 = 0.9478 中文解析给定远期汇率和远期点数作为百分比，计算中的未知因素是即期汇率。计算如下:即期汇率X(1 +远期点的百分比)=远期汇率即期汇率X (1 + 0.068) = 1.0123现货= 1.0123/1.068 = 0.9478 老师好，6.8%利率不需要折算成三个月吗

2024-07-13 22:14 1 · 回答

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