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HJ_Jasmine · 2018年08月30日

问一道题:NO.PZ2016010802000212 [ CFA I ]

问题如下图:A选项怎么理解呢?为什么不对?

    

选项:

A.

B.

C.

解释:



1 个答案
已采纳答案

答疑助手丽丽 · 2018年08月31日

A的说法不是很准确,产生远期升水,应该是base currency的需求增加,同时供给保持不变。

即base currency需求上升,供给不变→base currency升值→base currency 汇率下降→price currency 汇率上升

所以说A需要再加个供给不变的条件才能满足题意

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