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finger · 2019年12月17日

问一道题:NO.PZ2018091706000045 [ CFA II ]

看不明白答案 英镑贵了才对啊

问题如下图:

选项:

A.

B.

C.

解释:

2 个答案
已采纳答案

源_品职助教 · 2019年12月17日

嗨,努力学习的PZer你好:


答案的思想就是建立在利率平价公式的基础上

等式左边右边必须相等。

既然F现在大于S,那么括号里的内容必须大于1,所以分子要大于分母。

所以USD利率要更大。


-------------------------------
努力的时光都是限量版,加油!


finger · 2019年12月17日

好的,谢谢大神

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