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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

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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。




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