问题如下图:
选项:
A.
B.
C.
解释:
请问一下:
1)可行的strategies有以下这些(有没有遗漏的?),对不对?
预期KRW贬值(USD升值):short USD/KRW;or long put on USD/KRW; or long KRW/USD; or long call on KRW/USD; or long NDF(forward) on KRW/USD
2)哪一个是best strategy(cost-effective)?
long call on KRW/USD, 因为popular currency,lower transaction costs (less spread);还是long NDF on KRW/USD, 因为less credit risk,cash-settlement交割金额小?
谢谢!