问题如下:
At one point during 2017, assume that a USD/EUR spot exchange rate is 1.2865. The one-year forward rate is 1.28485. The one-year forward points are quoted as:
选项:
A. +16.5.
B. –16.5.
C. +33.0.
解释:
B is correct.
The results come from 1.28485 – 1.2865 = -0.00165, multiplied by 10,000: 10,000 × -0.00165= -16.5 points.
考点: forward point
解析: 1.28485 – 1.2865 = -0.00165,
10,000 × -0.00165= -16.5 points.
注意到,最后一步可以乘以100(小数点位数较少时)也可以乘以100000(小数点位数较多时)
为什么这样计算? 公式是什么?