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wenxing · 2019年09月28日

问一道题:NO.PZ2018091706000058 [ CFA II ]

问题如下图:为什么不是以1.4941来计算?

选项:

A.

B.

C.

解释:

2 个答案

瑶瑶涵涵 · 2019年11月04日

因为1.4941是ask price,让计算的bid,一般价格表达方式是bid/ask.所以用前面的数字加上bid的forward premium. 

Wendy_品职助教 · 2019年09月29日

题干要求计算的就是 bid rate。

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NO.PZ2018091706000058 问题如下 The following are the current spot rate anforwaroints being quotefor theCHF/Gcurrenpair:The current all-inbirate for livery of Gagainst the CHF in three months isclosest to: 1.49136 B.1.49150 C.1.49164 Thecurrent all-in three month birate for G(the base currency) is equalto1.4939 + (–25.4/10,000) = 1.49136.解析根据表格数据,计算过程如下1.4939+ (–25.4/10,000) = 1.49136. 三个月后,CHF/GBP,1.49136~1.4889.4,为什么会出现ask price比biprice小的情况?这在现实中可能出现吗?

2023-10-15 18:45 1 · 回答

NO.PZ2018091706000058 问题如下 The following are the current spot rate anforwaroints being quotefor theCHF/Gcurrenpair:The current all-inbirate for livery of Gagainst the CHF in three months isclosest to: 1.49136 B.1.49150 C.1.49164 Thecurrent all-in three month birate for G(the base currency) is equalto1.4939 + (–25.4/10,000) = 1.49136.解析根据表格数据,计算过程如下1.4939+ (–25.4/10,000) = 1.49136. 没看懂问题的提问

2023-08-30 14:26 1 · 回答

NO.PZ2018091706000058问题如下The following are the current spot rate anforwaroints being quotefor theCHF/Gcurrenpair:The current all-inbirate for livery of Gagainst the CHF in three months isclosest to:1.49136 B.1.49150C.1.49164 Thecurrent all-in three month birate for G(the base currency) is equalto1.4939 + (–25.4/10,000) = 1.49136.解析根据表格数据,计算过程如下1.4939+ (–25.4/10,000) = 1.49136. 老师您好,我想问下题目中汇率现价是1.4939-1.4941CHF/GBP,biprice是1.4939,biprice可以理解为aler买一个GBP需要花1.4939CHF,ask price可以理解为aler卖一个GBP卖价为1.4941CHF。所以我们买GBP时对应的是aler的卖价,我们买一个GBP需要花1.4941CHF。这样算的话,三个月后交付一个GBP相当于买一个GBP,价格应该是1.4941-24.6=1.4916。请问我的理解是哪一步有误呢?

2022-11-10 10:20 1 · 回答

NO.PZ2018091706000058 问题如下 The following are the current spot rate anforwaroints being quotefor theCHF/Gcurrenpair:The current all-inbirate for livery of Gagainst the CHF in three months isclosest to: 1.49136 B.1.49150 C.1.49164 Thecurrent all-in three month birate for G(the base currency) is equalto1.4939 + (–25.4/10,000) = 1.49136.解析根据表格数据,计算过程如下1.4939+ (–25.4/10,000) = 1.49136. all-in birate 指的就是bi报价吗?for livery of Gagainst the CHF,这个指的是CHF/GBP?就是这两种是固定的描述吗?这个描述不太懂,导致题目看不太明白。

2022-08-05 09:44 1 · 回答

NO.PZ2018091706000058 买英镑的话,不是应该用市场报价的ask吗?为什么答案是用的bi

2022-02-13 18:54 1 · 回答