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Alex · 2018年11月26日

问一道题:NO.PZ2018111501000001 [ CFA III ]

问题如下图:

选项:

A.

B.

C.

解释:

我觉得这道题答案有错误,理由如下:

1,组合x用eur计价,说明投资的资产是eur,那么eur是外币。

2,denominated asset是usd计价,说明本币是美元。

3,Rdc大于Rfc,说明总收益大于投资收益,即投资利息也赚到了外币升值收益。

那么外币是eur,所以应该是eur升值选择B

4,答案中usd/eur才是dc/fc的报价方式,写反了吧。

以上。

另外,这是视频后第一题,第二题我也有疑问。

Alex · 2018年11月26日

我好像觉得我弄混了。但是这英文怎么理解好

1 个答案
已采纳答案

Shimin_CPA税法主讲、CFA教研 · 2018年11月27日

是弄混了。

对于外汇的题目首先要判断出哪个是本币,哪个是外币,不然下面就完全反了。

投资者投资外国资产,但是关注的其实是以本国货币衡量的收益率,所以一看到题干说“收益用EUR衡量”,就可以判断出EUR是对于投资者而言的本币。也就是一个欧洲(DC:EUR)的投资者,投资了一些美元资产(FC:USD)。

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2023-12-13 11:40 2 · 回答

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