忍不住吐槽....CFA的外汇报价方向和实务操作是反的。这种题很坑人。有人跟协会提过意见吗?
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2016010802000208 问题如下 A aler provis the following quotes:Another aler is quoting the ZAR/SEK cross-rate 1.1210. The arbitrage profit thcearneis closest to: A.Z3671 per million SEK tra B.SEK 4200 per million Ztra C.Z4200 per million SEK tra is correct.The ZAR/SEK cross-rate from the originaler is (1.0218/0.9149) = 1.1168, whiis lower ththe quote from the seconaler. To earn arbitrage profit, a currentrar woulbuy SEK (sell ZAR) from the originaler ansell SEK (buy ZAR) to the seconaler. On 1 million SEK the profit woulbeSEK 1,000,000 × (1.1210 – 1.1168) = Z4200考点 cross-rate解析原交易对商ZAR/SEK交叉率为(1.0218/0.9149)= 1.1168,低于第二个交易商的报价。为了赚取套利利润,投资者应当从原始交易商那里购买SEK (sell ZAR),然后将SEK 卖给第二交易商(buy ZAR)。100万SEK的利润是SEK 1,000,000 × (1.1210 – 1.1168) = Z4200 怎么没明白,从第一个交叉换汇那个地方就没看懂,可否详细一下呢
NO.PZ2016010802000208问题如下A aler provis the following quotes:Another aler is quoting the ZAR/SEK cross-rate 1.1210. The arbitrage profit thcearneis closest to:A.Z3671 per million SEK traB.SEK 4200 per million ZtraC.Z4200 per million SEK trais correct.The ZAR/SEK cross-rate from the originaler is (1.0218/0.9149) = 1.1168, whiis lower ththe quote from the seconaler. To earn arbitrage profit, a currentrar woulbuy SEK (sell ZAR) from the originaler ansell SEK (buy ZAR) to the seconaler. On 1 million SEK the profit woulbeSEK 1,000,000 × (1.1210 – 1.1168) = Z4200考点 cross-rate解析原交易对商ZAR/SEK交叉率为(1.0218/0.9149)= 1.1168,低于第二个交易商的报价。为了赚取套利利润,投资者应当从原始交易商那里购买SEK (sell ZAR),然后将SEK 卖给第二交易商(buy ZAR)。100万SEK的利润是SEK 1,000,000 × (1.1210 – 1.1168) = Z4200quoting the ZAR/SEK cross-rate 1.1210,是不是指1.1210ZAR/SEK,还是ZAR/SEK=1.1210?
NO.PZ2016010802000208问题如下A aler provis the following quotes:Another aler is quoting the ZAR/SEK cross-rate 1.1210. The arbitrage profit thcearneis closest to:A.Z3671 per million SEK traB.SEK 4200 per million ZtraC.Z4200 per million SEK trais correct.The ZAR/SEK cross-rate from the originaler is (1.0218/0.9149) = 1.1168, whiis lower ththe quote from the seconaler. To earn arbitrage profit, a currentrar woulbuy SEK (sell ZAR) from the originaler ansell SEK (buy ZAR) to the seconaler. On 1 million SEK the profit woulbeSEK 1,000,000 × (1.1210 – 1.1168) = Z4200考点 cross-rate解析原交易对商ZAR/SEK交叉率为(1.0218/0.9149)= 1.1168,低于第二个交易商的报价。为了赚取套利利润,投资者应当从原始交易商那里购买SEK (sell ZAR),然后将SEK 卖给第二交易商(buy ZAR)。100万SEK的利润是SEK 1,000,000 × (1.1210 – 1.1168) = Z4200ZAR/SEK不是0.9149/1.0218吗?
老师,好 我研究了半天还是没懂单位为啥是按c的写法。答案的那个计算方法我也没看明白。看前面说是协会规定,那意思就是碰见类似的题目算完,直接把两边单位换一下选答案么?我按何老师上课说的把汇率写法变成斜杠统一形式,算出来的就是b。能否写下具体的计算过程。谢谢。
老师 不太明白为什么是4200sek而不是4200zar呢 能不能下