NO.PZ2023071902000008
问题如下:
Question
A market study conducted by a distributor provides the following exchange rates:
The expected appreciation (%) of the currency “C” in relation to the “D” is closest to:
选项:
A.–3.00% B.7.29% C.-6.8%.解释:
Solution Exchange Rate Calculations
Spot Rate of CAD/GBP C/D= 2.28*1.42/1.03=3.1433
Expected Spot Rate of C/D=2.26*1.4/1.08=2.9396
To determine the appreciation of the C relative to D, where the D is the price currency and the C is the base currency, we have:
(1/ 3.1433 )/(1/ 2.9263) −1=7.29%
Spot Rate of CAD/GBP C/D= 2.28*1.42/1.03=3.1433
Expected Spot Rate of C/D=2.26*1.4/1.08=2.9396
2.28、1.42、2.26、1.4从哪来的?
A/C除以A/B再除以B/D=D/C,所以D/C的spot是0.5636,expected是0.5810,应该是增值3%吧