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下钱的雨 · 2019年05月19日

问一道题:NO.PZ2018062003000206 [ CFA I ]

老师这道题没看懂

第一句话的意思是“1.58cad/usd”吗,usd跌了5%,那么(forward-spot)/spot=-5%…这是我的理解…

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

答疑助手丽丽 · 2019年05月19日

按照你的思路,应该是(spot-forward)/forward=-5%

 

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