问题如下:
The one-year U.S. dollar interest rate is 2.75% and one-year Canadian dollar interest rate is 4.25%. The current USD/CAD spot exchange rate is 1.0221-1.0225. Calculate the one-year USD/CAD forward rate. Assume annual compounding.
选项: 1.0076
1.0074
C.1.0075
D.1.03722
解释:
ANSWER: A
The spot price is the middle rate of $1.0223. Using annual (not continuous) compounding, the forward price is
同学你好,我们一般是这样做的:如果题目没有说是Long/short某国货币,那就取中间值。如果给了,比如说是要long美元,且现在挂牌价是1.0221-1.0225, 则买美元的现价是1.0225。
这个回答跟老师上课讲的不一样啊,他说的是A/B格式的话就是要long后面的B啊??