可以用straddle吗

NO.PZ2018111501000012 问题如下 In foreign exchange market, it is expecteththe Inrupee (INR) is preciaterelative to US ll(US, anthe volatility of exchange rate is going to increase. To exploit the currenopportunity, the most appropriate trang strategy is to: short strangle. buy a put option on INR/USD long N position on INR/US C is correct. 考点currenmanagement for emerging market currencies. 解析Strangle是out-of-money call put组成的。当volatility增加，应该long strangle而不是short，A错。INR相对于US值，说明INR贬值，US值，因此应当buy a call option on INR/USB错。 N是non-liverable forwar缩写，本质上是一种forwar是针对于新兴市场国家货币的一种特殊的远期合约。因为新兴市场国家往往会进行外汇管制，流通的货币量太少，难以实现实物交割，所以N采用了非实物交割的形式，也就是直接结算差价。由于INR贬值，US值，应该long INR/USforwar所以C正确。 在rivative这一章中是/FC本币/外币形式，和CME和其他课相反，那我们考虑base currency升值的时候还是可以只看后面部分的base currency那个FC吗？

NO.PZ2018111501000012 问题如下 In foreign exchange market, it is expecteththe Inrupee (INR) is preciaterelative to US ll(US, anthe volatility of exchange rate is going to increase. To exploit the currenopportunity, the most appropriate trang strategy is to: short strangle. buy a put option on INR/USD long N position on INR/US C is correct. 考点currenmanagement for emerging market currencies. 解析Strangle是out-of-money call put组成的。当volatility增加，应该long strangle而不是short，A错。INR相对于US值，说明INR贬值，US值，因此应当buy a call option on INR/USB错。 N是non-liverable forwar缩写，本质上是一种forwar是针对于新兴市场国家货币的一种特殊的远期合约。因为新兴市场国家往往会进行外汇管制，流通的货币量太少，难以实现实物交割，所以N采用了非实物交割的形式，也就是直接结算差价。由于INR贬值，US值，应该long INR/USforwar所以C正确。 请问本题条件的volatility上升作用是？是否会影响选择N

NO.PZ2018111501000012 问题如下 In foreign exchange market, it is expecteththe Inrupee (INR) is preciaterelative to US ll(US, anthe volatility of exchange rate is going to increase. To exploit the currenopportunity, the most appropriate trang strategy is to: short strangle. buy a put option on INR/USD long N position on INR/US C is correct. 考点currenmanagement for emerging market currencies. 解析Strangle是out-of-money call put组成的。当volatility增加，应该long strangle而不是short，A错。INR相对于US值，说明INR贬值，US值，因此应当buy a call option on INR/USB错。 N是non-liverable forwar缩写，本质上是一种forwar是针对于新兴市场国家货币的一种特殊的远期合约。因为新兴市场国家往往会进行外汇管制，流通的货币量太少，难以实现实物交割，所以N采用了非实物交割的形式，也就是直接结算差价。由于INR贬值，US值，应该long INR/USforwar所以C正确。 currenforwar在期初换交割本金吗？（外汇市场，一般不使用futures吧？）currensw在期初交割本金。对吗？N 在期初 不交割本金，仅在到期日 结算盈亏。

NO.PZ2018111501000012问题如下 In foreign exchange market, it is expecteththe Inrupee (INR) is preciaterelative to US ll(US, anthe volatility of exchange rate is going to increase. To exploit the currenopportunity, the most appropriate trang strategy is to: short strangle. buy a put option on INR/USD long N position on INR/US C is correct. 考点currenmanagement for emerging market currencies. 解析Strangle是out-of-money call put组成的。当volatility增加，应该long strangle而不是short，A错。INR相对于US值，说明INR贬值，US值，因此应当buy a call option on INR/USB错。 N是non-liverable forwar缩写，本质上是一种forwar是针对于新兴市场国家货币的一种特殊的远期合约。因为新兴市场国家往往会进行外汇管制，流通的货币量太少，难以实现实物交割，所以N采用了非实物交割的形式，也就是直接结算差价。由于INR贬值，US值，应该long INR/USforwar所以C正确。 目标是to exploit the currenopportunity, 也就是主动出击获得收益，而不是用hee来对冲风险，预期INR/US上升时，为了利用这次上升获得收益，应该long N position。但是如果这样的话就用forwar定了RATE， US来就是升值，这么做不就损失了么？再LONG FW的意义是啥？