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周梅 · 2024年10月14日

portpolio

  1. CFA II
  2. Portfolio

* 问题详情，请 查看题干

NO.PZ202106160100000101

问题如下：

Using the quotes in Exhibit 1, the amount received by Goldsworthy from converting JPY 225,000,000 will be closest to:

选项：

A.

GBP 1,734,906

B.

GBP 1,735,174

C.

GBP 1,735,442

解释：

A is correct.

Goldsworthy has been given a bid–offer spread. Because she is buying the base currency—in this case, GBP—she must pay the offer price of JPY 129.69 per GBP.

JPY225,000.000129.69  JPY/GBP=GBP1,734,906\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906

考点: Spot rates and forward rates以及bid-offer spread

解析: 题目中说投资者要买GBP，那么就应该使用DEALER关于GBP的卖价做加交易。所以可得

JPY225,000.000129.69  JPY/GBP=GBP1,734,906\frac{JPY225,000.000}{129.69\;JPY/GBP}=GBP1,734,906

  1. Incorrect. The real risk-free rate is an input in determining present value.
  2. Correct. The expected return on an inflation-linked bond issued by the government of a developed country represents the return that an investor requires on a real default-free fixed-income security and is a key component of the discount rate.
  3. Incorrect. The required risk premium is an input in determining present value.

老师这答题，没有懂，烦请再讲解下。

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1 个答案

品职助教_七七 · 2024年10月14日

嗨，从没放弃的小努力你好：


本题为经济学的题目，提问为组合的问题。问题和题干对应不上。

请具体给出组合问题所对应的组合题目。目前只能看到问题，看不到提问对应的题干。

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加油吧，让我们一起遇见更好的自己！

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