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Waterfalllily · 2018年12月30日

问一道题:NO.PZ2016010802000212 [ CFA I ]

问题如下图:

选项:

A.

B.

C.

解释:

请问为什么A不对呢?

3 个答案
已采纳答案

源_品职助教 · 2019年01月01日

C选项的说法要比A选项好。

远期溢价代表的是F>S,所以要从这两者之间的关系式考虑。

A的说法不一定成立,因为A说法也有可能导致S很高,F也很高,不一定非得是F大于S.

所以这题优选C

Waterfalllily · 2019年01月02日

谢谢!

sarahjia · 2020年07月11日

为什么S也有可能会很高呢

源_品职助教 · 2020年07月11日

因为需求增加了,需求增加,现在该种货币的汇率也会上升。

源_品职助教 · 2019年01月02日

不客气哈

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