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CY · 2021年05月11日

请问老师怎么搞清楚这个顺序啊

  1. CFA I
  2. Economics Analysis

NO.PZ2018062003000208

问题如下：

Nick and Joy are two dealers in America. A research report produced by Nick includes the following exhibit:

If Joy is quoting the USD/GBP cross-rate at 1.4210. Which of the following options is most accurate of the arbitrage profit?

选项：

A.

USD 32,000 per million GBP traded.

B.

GBP 29,000 per million USD traded.

C.

USD 29,000 per million GBP traded.

解释：

C is correct.

The USD/GBP cross-rate from Nick is (8.8318/6.3449) = 1.3920, which is lower than 1.4210 . To earn an arbitrage profit, a currency trader would buy GBP use 1.3920 and sell GBP use 1.4210, So the profit would be

GBP 1,000,000 × (1.4210 – 1.3920) = USD 29,000

考点： cross-rate

解析：

美元/英镑汇率为(8.8318/6.3449)= 1.3920，低于1.4210。为了获得套利利润，货币交易员会以1.3920的价格买进英镑，以1.4210卖出英镑，所以利润是

1000000英镑*(1.4210 - 1.3920)= 29000美元

我答案都算出来了但是不明白到底是use per gbp 还是gbp per usd

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1 个答案

丹丹_品职答疑助手 · 2021年05月11日

嗨，努力学习的PZer你好：


同学你好，在计算profit前我们就先应该确定手里的货币是哪种，我们使用了8.8318/6.3449，是(CNY/GBP )/(CNY/SUD)=USD/GBP ，这里就是一个简单的数学计算。请知悉

----------------------------------------------
虽然现在很辛苦，但努力过的感觉真的很好，加油！

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NO.PZ2018062003000208 问题如下 NianJoy are two alers in AmericA researreport proceNiinclus the following exhibit:If Joy is quoting the USGcross-rate 1.4210. Whiof the following options is most accurate of the arbitrage profit? A.US32,000 per million Gtra B.G29,000 per million UStra C.US29,000 per million Gtra C is correct.The USGcross-rate from Niis (8.8318/6.3449) = 1.3920, whiis lower th 1.4210 . To earn arbitrage profit, a currentrar woulbuy G use 1.3920 ansell Guse 1.4210, So the profit woulbeG1,000,000 × (1.4210 – 1.3920) = US29,000考点 cross-rate解析美元/英镑汇率为(8.8318/6.3449)= 1.3920，低于1.4210。为了获得套利利润，货币交易员会以1.3920的价格买进英镑，以1.4210卖出英镑，所以利润是1000000英镑*(1.4210 - 1.3920)= 29000美元 RT

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