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
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。
我好像觉得我弄混了。但是这英文怎么理解好
NO.PZ2018111501000001问题如下Aron wants to analyze the movement of EUR against the foreign currenUSfor portfolio X. It is known ththe mestic-currenreturn is 15% anthe foreign-currenasset return is 12%. Whiof the following is correct?A.the percentage movement in the spot exchange rate is -2.61%, EUR relative to USis appreciateB.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis appreciateC.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis preciate C is correct.考点CurrenRisk Portfolio Return anRisk解析R=(1+RFC)(1+RFX)−1R_{}=(1+R_{FC})(1+R_{FX})-1R=(1+RFC)(1+RFX)−1已知mestic-currenreturn is 15%,即R=15%R_{}=15\%R=15%,foreign-currenasset return is 12%,即RFC=12%R_{FC}=12\%RFC=12% ,代入公式,则RFX=2.68%R_{FX}=2.68\%RFX=2.68% 。根据EUR/US/FC)的外汇报价方式,由于RFX 0R_{FX} 0RFX 0,因此US对于EUR是升值的,也就是说, EUR相对于US贬值的。 根据Fc/的报价方式,应该是useur,那这么看eur应该是升值了啊
NO.PZ2018111501000001 问题如下 Aron wants to analyze the movement of EUR against the foreign currenUSfor portfolio X. It is known ththe mestic-currenreturn is 15% anthe foreign-currenasset return is 12%. Whiof the following is correct? A.the percentage movement in the spot exchange rate is -2.61%, EUR relative to USis appreciate B.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis appreciate C.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis preciate C is correct.考点CurrenRisk Portfolio Return anRisk解析R=(1+RFC)(1+RFX)−1R_{}=(1+R_{FC})(1+R_{FX})-1R=(1+RFC)(1+RFX)−1已知mestic-currenreturn is 15%,即R=15%R_{}=15\%R=15%,foreign-currenasset return is 12%,即RFC=12%R_{FC}=12\%RFC=12% ,代入公式,则RFX=2.68%R_{FX}=2.68\%RFX=2.68% 。根据EUR/US/FC)的外汇报价方式,由于RFX 0R_{FX} 0RFX 0,因此US对于EUR是升值的,也就是说, EUR相对于US贬值的。 这里想问下题干阅读理解的问题,是否外汇这里有约定俗成的含义。题干中提到了analyze the movement of EUR against the foreign currenUSfor portfolio X。因此可以知道USFC。但如果题目中去掉粗体的foreign currency,只说analyze the movement of EUR against USfor portfolio X,是否能知道FC是谁?看到基础班课件上对于Rfx的定义,提到了Rfx is the movement of foreign currenagianst mestic currency.所以有点疑问。
NO.PZ2018111501000001 问题如下 Aron wants to analyze the movement of EUR against the foreign currenUSfor portfolio X. It is known ththe mestic-currenreturn is 15% anthe foreign-currenasset return is 12%. Whiof the following is correct? A.the percentage movement in the spot exchange rate is -2.61%, EUR relative to USis appreciate B.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis appreciate C.the percentage movement in the spot exchange rate is 2.68%, EUR relative to USis preciate C is correct.考点CurrenRisk Portfolio Return anRisk解析R=(1+RFC)(1+RFX)−1R_{}=(1+R_{FC})(1+R_{FX})-1R=(1+RFC)(1+RFX)−1已知mestic-currenreturn is 15%,即R=15%R_{}=15\%R=15%,foreign-currenasset return is 12%,即RFC=12%R_{FC}=12\%RFC=12% ,代入公式,则RFX=2.68%R_{FX}=2.68\%RFX=2.68% 。根据EUR/US/FC)的外汇报价方式,由于RFX 0R_{FX} 0RFX 0,因此US对于EUR是升值的,也就是说, EUR相对于US贬值的。 问题1.这道题目 本币EUR, 外币是US对吗? 题干中 ,如果说 foreign currenUS那么 US就是 外币吧?(因为 总是习惯性 认为 US本币了)问题2.这里算出来 Rfx ,外汇变动收益为2.68%代表 外汇US相对于 EUR 上涨了2.68%但是如果算,本币EUR 相对于 外汇下跌了多少%?怎么算呢?USEUR 从1 ,变成 1.0268EUR/US1,变成1/1.0268则US变动幅度是 (1/1.0268-1)=-2.61%是这样计算吗?
NO.PZ2018111501000001 the percentage movement in the spot exchange rate is 2.68%,, EUR relative to USis preciate这个答案没问题,但是我们在计算 spot exchange rate是不是应该站在EUR角度,这样计算数值应该是-2.61%,毕竟题目问的是analyze the movement of EUR against the foreign currenUS
NO.PZ2018111501000001 老师,您好!请问下,通过这道题的题干的描述“EUR against the foreign currenUS,能否直接判断出来是USEUR还是EUR/US