怎么能快速看出借六个月美元，买5年的英国bond的收益率最高
问题如下图：
选项：
A. 
B. 
C. 
解释：
NO.PZ201902210100000103
NO.PZ201902210100000103
NO.PZ201902210100000103 0.85%. 0.90%. B is correct. The highest potentireturn, 0.85%, reflects borrowing USfor 6 months anbuying the UK 5-yebon The carry component of the expectereturn is actually a loss of 0.15% [= (1.10% – 1.40%)/2], but this is more thoffset the 1% expecteappreciation of Gversus US A muhigher carry component +0.90% = (1.95% – 0.15%)/2 coulobtaineborrowing for 6 months in EUR to buy the US 5-yenote, but thaantage woulmore thoffset the expecte1% loss from preciation of the US(long) against the Euro (short). A is incorrebecause a higher expectereturn of 0.85% cobtaine This answer, +0.275% [= (1.95% – 1.40%)/2], is the highest carry available over the next 6 months within the US market itself (intra-market carry tra). C is incorrect. This answer (+0.90%) is the highest potenticarry component of return but ignores the impaof currenexposure (being long the preciating USanshort the appreciating Euro). 用中文一下b，不是最高是0.9%，为啥子不选c呢？
NO.PZ201902210100000103
NO.PZ201902210100000103
