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RyanR · 2024年02月06日

再问汇率表示方法。。。

  1. CFA I
  2. Economics Analysis

NO.PZ2023061903000022

问题如下：

A dealer provides spot rate quotes for the following currencies:

Q. Another dealer is quoting the ZAR/SEK cross-rate at 1.1210. The arbitrage profit that can be earned is closest to:

选项：

A.ZAR3671 per million Swedish krona traded. B.SEK4200 per million South African rand traded. C.ZAR4200 per million Swedish krona traded.

解释：

C is correct. The ZAR/SEK cross-rate from the original dealer is (1.0218/0.9149) = 1.1168, which is lower than the quote from the second dealer. To earn an arbitrage profit, a currency trader would buy Swedish krona (sell South African rand) from the original dealer and sell Swedish krona (buy South African rand) to the second dealer. On SEK1 million, the profit would be:

SEK1,000,000 × (1.1210 – 1.1168) = ZAR4,200

The ZAR/SEK cross-rate from the original dealer is (1.0218/0.9149) = 1.1168


这句话的意思，是1ZAR可以换1.1168SEK 还是1 SEK可以换1ZAR


做题做着做着就做晕了。。

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笛子_品职助教 · 2024年02月07日

嗨，从没放弃的小努力你好：


The ZAR/SEK cross-rate from the original dealer is (1.0218/0.9149) = 1.1168

这句话的意思，是1ZAR可以换1.1168SEK 还是1 SEK可以换1ZAR

Hello，亲爱的同学~

ZAR/SEK这种汇率表达式，/表示per的意思，也就是每一个SEK 兑换多少ZAR

ZAR/SEK = 1.1168，表示1个SEK可以兑换1.1168个ZAR。

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努力的时光都是限量版，加油！

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NO.PZ2023061903000022 问题如下 A aler provis spot rate quotes for the following currencies:Another aler is quoting the ZAR/SEK cross-rate 1.1210. The arbitrage profit thcearneis closest to: A.ZAR3671 per million Swesh krona tra B.SEK4200 per million South Africrantra C.ZAR4200 per million Swesh krona tra C is correct. The ZAR/SEK cross-rate from the originaler is (1.0218/0.9149) = 1.1168, whiis lower ththe quote from the seconaler. To earn arbitrage profit, a currentrar woulbuy Swesh krona (sell South Africran from the originaler ansell Swesh krona (buy South Africran to the seconaler. On SEK1 million, the profit woulbe:SEK1,000,000 × (1.1210 – 1.1168) = ZAR4,200 C正确。初始交易商的ZAR/SEK交叉汇率为(1.0218/0.9149)= 1.1168，低于第二家交易商的报价。为了赚取套利利润，货币交易者会从最初的交易商那里买入瑞典克朗(卖出南非兰特)，然后将瑞典克朗(买入南非兰特)卖给第二个交易商。以1亿瑞典克朗计算，其利润为:SEK1,000,000 × (1.1210 – 1.1168) = ZAR4,200 要找ZAR/ZEK，为什么要用1.0218/0.9149， 而不是0。9149/1.0218

2024-10-17 00:49 1 · 回答

题干错误:没看到初始交叉汇率

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2024-10-16 12:37 1 · 回答

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2024-10-04 23:54 1 · 回答