请帮助画图求解,谢谢。
POSITION 3 (JPY/USD CURRENCY FORWARD CONTRACT):
Troubadour holds a short position in a yen/US dollar forward contract with a notional value of $1,000,000. At contract initiation, the forward rate was ¥112.10 per $1. The forward contract expires in three months. The current spot exchange rate is ¥112.00 per $1, and the annually compounded risk-free rates are –0.20% for the yen and 0.30% for the US dollar. The current quoted price of the forward contract is equal to the no-arbitrage price.
The value of Position 3 is closest to: ¥239,963.
(我按照先算long,上面收到是美金本金*当前汇率112,下面支出是112.10按照日本汇率-0.2%复利T为0.25计算,得到的答案是156120)