NO.PZ2016010801000125
问题如下:
In spot market, AUD/USD exchange rate is 0.50248. Assume the annual interest rate is 3% in USD and 4% in AUD. What is the one-year forward USD/AUD exchange rate?
选项:
A. 0.5074.
B. 1.9710.
C. 1.9396.
解释:
B is correct.
0.50248 x 1.04 / 1.03 = 0.50736; 1 / 0.50736 = 1.97099
考点:利率平价公式
解析:0.50248 x 1.04 / 1.03 = 0.50736; 1 / 0.50736 = 1.97099
请问这个0.5074是F吗? 如果是的话为什么是1/F,而不是F/S?