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

返回

ditto · 2023年11月10日

为什么选B

  1. CFA I
  2. Economics Analysis

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。

把这问题下相关的解答都看了一遍， 还是没有明白为什么选B

base currency 有 forward premium , base currency 是分母，逻辑串不起来了

添加评论
1 个答案
已采纳答案

笛子_品职助教 · 2023年11月12日

嗨，爱思考的PZer你好：


Hello，亲爱的同学~

同学把问题想得太复杂了。

我们只要知道两个公式和一个术语就可以了。


1个术语：forward premium是指forward points>0

2个公式：forward points = forward rate - spot rate

forward percentage = forward points / spot rate


因此本题 forward percentage>0。

B选项的The forward percentage will be negative.是least correct的。因此选B。




----------------------------------------------
就算太阳没有迎着我们而来，我们正在朝着它而去，加油！

  • 1

    回答

  • 0

    关注

  • 195

    浏览
相关问题

NO.PZ2018062003000211问题如下Assume ththe base curren hforwarpremium, whiof the following statements is least correct?A.The forwarpoints will positive.B.The forwarpercentage will negative.C.Comparewith the pricurrency, the base currenis expecteto appreciate.B is correct.If the base currentrang a forwarpremium, then the forwarrate will higher ththe spot rate, the points are positive anthe base currenwill appreciate.考点ForwarPremium anscount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， forwarpoints 和forwarpercentage都为正，基础货币将升值。所以只有B入选。如题，没有学到这部分内容但在课后题中出现了

2023-03-21 19:18 1 · 回答

NO.PZ2018062003000211问题如下 Assume ththe base curren hforwarpremium, whiof the following statements is least correct?A.The forwarpoints will positive.B.The forwarpercentage will negative.C.Comparewith the pricurrency, the base currenis expecteto appreciate.B is correct.If the base currentrang a forwarpremium, then the forwarrate will higher ththe spot rate, the points are positive anthe base currenwill appreciate.考点ForwarPremium anscount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， forwarpoints 和forwarpercentage都为正，基础货币将升值。所以只有B入选。base currency不是在分母上吗？远期溢价不就降低整个值吗？

2022-07-27 22:30 1 · 回答

NO.PZ2018062003000211 The forwarpercentage will negative. Comparewith the pricurrency, the base currenis expecteto appreciate. B is correct. If the base currentrang a forwarpremium, then the forwarrate will higher ththe spot rate, the points are positive anthe base currenwill appreciate. 考点ForwarPremium anscount 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， forwarpoints 和forwarpercentage都为正，基础货币将升值。所以只有B入选。 相比较于pricurrency，base curren更适合。这句话我翻译的有错吗？

2022-01-01 20:25 1 · 回答

NO.PZ2018062003000211 什么是基础货币

2021-09-02 14:57 1 · 回答