NO.PZ2023010401000158
问题如下:
The JPY/AUD spot exchange rate is 82.42, the JPY interest rate is 0.15%, and the AUD interest rate is 4.95%. 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:
The forward exchange rate is given by
The forward points are 100 X (F— S) =100 X (81.443
— 82.42) =100 X (-0.977) =—97.7. Note that because the spot exchange rate is
quoted with two decimal places, the forward points are scaled by 100.
中文解析:
远期汇率由下图公式所得:
远期点是100 X (F - S) =100 X (81.443 - 82.42) =100 X(-0.977) = - 97.7。请注意,由于即期汇率以小数点后两位表示,远期汇率点按100进行缩放。
不能用数量module2里面的forward exchange rate做吗?做出来答案不一样