经济

NO.PZ2023071902000003 问题如下 QuestionGiven the ta below:Exchange rate for New Zealanll(NZ to British poun(GBP): 2.1050 Libor interest rate for the British poun 1.6520%Libor interest rate for the New Zealanllar: 3.3050%All Libor rates are provion a 360-y yebasisWhis the closest 180-y forwarpoints (multipliefour cimplaces) for NZGBP? A.39 B.172 C.339 The principle of covereinterest arbitrage ensures ththe same initiamounts investethe mestic interest rates of their respective countries will yielinticenvalues:Gcalculation: ₤1 × (1 + 0.016520 × 180/360) = ₤1.00826NZcalculation: NZ$2.1050 × (1 + 0.033050 × 180/360) = NZ$2.1398The forwarrate is founequating these two envalues:NZGforwarrate = NZ$2.1398/₤1.00826 = 2.1222Forwarpoints = (ForwarRate – Spot Rate) × 10,000= (2.1222– 2.1050) × 10,000= 172Exchange Rate Calculations• explain the arbitrage relationship between spot anforwarexchange rates aninterest rates, calculate a forwarrate using points or in percentage terms, aninterpret a forwarscount or premium 利差套利原则确保以各自国家的国内利率投资的相同初始金额将产生相同的最终价值:英镑计算:£1 × (1 + 0.016520 × 180/360) =£1.00826新西兰元计算:新西兰元2.1050 × (1 + 0.033050 × 180/360) =新西兰元2.1398通过将这两个最终等价，可以求得远期汇率:纽元兑英镑远期汇率= 2.1398纽元÷1.00826英镑= 2.1222远期点=(远期汇率-即期汇率)× 10000= (2.1222 - 2.1050) × 10,000= 172 这道题的相关知识点是什么

NO.PZ2023071902000003 问题如下 QuestionGiven the ta below:Exchange rate for New Zealanll(NZ to British poun(GBP): 2.1050 Libor interest rate for the British poun 1.6520%Libor interest rate for the New Zealanllar: 3.3050%All Libor rates are provion a 360-y yebasisWhis the closest 180-y forwarpoints (multipliefour cimplaces) for NZGBP? A.39 B.172 C.339 The principle of covereinterest arbitrage ensures ththe same initiamounts investethe mestic interest rates of their respective countries will yielinticenvalues:Gcalculation: ₤1 × (1 + 0.016520 × 180/360) = ₤1.00826NZcalculation: NZ$2.1050 × (1 + 0.033050 × 180/360) = NZ$2.1398The forwarrate is founequating these two envalues:NZGforwarrate = NZ$2.1398/₤1.00826 = 2.1222Forwarpoints = (ForwarRate – Spot Rate) × 10,000= (2.1222– 2.1050) × 10,000= 172Exchange Rate Calculations• explain the arbitrage relationship between spot anforwarexchange rates aninterest rates, calculate a forwarrate using points or in percentage terms, aninterpret a forwarscount or premium 利差套利原则确保以各自国家的国内利率投资的相同初始金额将产生相同的最终价值:英镑计算:£1 × (1 + 0.016520 × 180/360) =£1.00826新西兰元计算:新西兰元2.1050 × (1 + 0.033050 × 180/360) =新西兰元2.1398通过将这两个最终等价，可以求得远期汇率:纽元兑英镑远期汇率= 2.1398纽元÷1.00826英镑= 2.1222远期点=(远期汇率-即期汇率)× 10000= (2.1222 - 2.1050) × 10,000= 172 Exchange rate for New Zealanll(NZ to British poun(GBP): 2.1050的意思不应该是一个nz以转换成2.105个gbp的意思吗，我理解是from nzto gbp的关系呀（gbp/nz，为什么还是nzgbp，相当于exchange rate for usto rmb=7, 那么应该是7 rmb/us。