NO.PZ202409200100006201
问题如下：
Carraco's response on factors affecting interbank bid-offer spreads is most likely correct with respect to:
选项：
A.credit risk.
B.currency pair.
C.transaction size.
解释：
Incorrect. Given the short settlement cycle for spot foreign currency transactions (typically two business days), however, credit risk is not the most important factor in determining a clients bid-offer spread on spot exchange rates.
Correct.
Spreads are tighter for major currency pairs and wider for less well known
currency pairs. Market participation is greater for some currency pairs than
for others. Liquidity in the major currency pairs - for example, USD/EUR,
JPY/USD, and USD/GBP - can be quite high. These markets are almost always deep,
with multiple bids and offers from market participants around the world. In
other currency pairs, particularly some of the more obscure currency cross rates
(e.g., MXN/CHF), market participation is much thinner and consequently the bid
offer spreads in the interbank market will be wider.
Incorrect. Larger transaction size results in a wider spread in the interbank market because of the difficulty the dealer faces in offsetting the foreign exchange risk of the position in the interbank FX market.
又是答案错解析对，已经两道题出现同样的问题了………..