81.443哪里来的

NO.PZ2023061903000027

问题如下：

Q. The JPY/AUD spot exchange rate is 82.42, the Japanese yen interest rate is 0.15 percent, and the Australian dollar interest rate is 4.95 percent. If the interest rates are quoted on the basis of a 360-day year, the 90-day forward points in JPY/AUD would be closest to:

选项：

A.–377.0. B.–97.7. C.98.9.

解释：

B is correct. The forward exchange rate is given by:

F_{\frac{J P Y}{A U D}} = S_{\frac{J P Y}{A U D}} (\frac{1 + r_{J P Y} τ}{1 + r_{A U D} τ}) = 82.42 (\frac{1 + 0.0015 (\frac{90}{360})}{1 + 0.0495 (\frac{90}{360})})

= 82.42 \times 0.98815 = 81.443.

The forward points are as follows:

100 × (F × S) = 100 × (81.443 – 82.42) = 100 × (–0.977) = –97.7.

Because the spot exchange rate is quoted with two decimal places, the forward points are scaled by 100.

81.443哪里来的

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笛子_品职助教 · 2024年01月16日

嗨，爱思考的PZer你好：

81.443哪里来的

Hello，亲爱的同学~

81.443的计算过程如下：

上述步骤的计算结果是81.443。

如果同学对上述计算公式有不理解的地方，也欢迎随时提问。

祝学习顺利~

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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.PZ2023061903000027 问题如下 Q. The JPY/AUspot exchange rate is 82.42, the Japanese yen interest rate is 0.15 percent, anthe Australillinterest rate is 4.95 percent. If the interest rates are quoteon the basis of a 360-y year, the 90-y forwarpoints in JPY/AUwoulclosest to: A.–377.0. B.–97.7. C.98.9. B is correct. The forwarexchange rate is given by:FJPYAUSJPYAU+rJPYτ1+rAU=82.421+0.0015903601+0.049590360=82.42×0.98815=81.443.The forwarpoints are follows:100 × (F × S) = 100 × (81.443 – 82.42) = 100 × (–0.977) = –97.7.Because the spot exchange rate is quotewith two cimplaces, the forwarpoints are scale100. 那个带e的公式是什么时候用的？

2024-11-04 20:46 1 · 回答

答案判断及提示不正确题目要求F，但解析直接说F=81.443，怎么来的？

2024-10-16 12:37 1 · 回答

答案判断及提示不正确题目要求F，但解析直接说F=81.443，怎么来的？

2024-10-16 12:37 1 · 回答

2024-08-15 22:38 1 · 回答

2024-08-03 17:00 2 · 回答

81.443哪里来的

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