你看答案这里也写到新西兰的利率应该再上面，新西兰的利率根据题干在后面的3%
No.PZ2016010801000114 (选择题)
来源: 品职出题
In forward market, the 1-year forward rate is NZD/AUD 1.1079. Assume the annual interest rate is 2.5% in Australia (AUD) and 3% in New Zealand (NZD) respectively. What is the NZD/AUD spot rate?
您的回答, 正确答案是: A
A
1.1025.
B
不正确1.1133.
C
1.1136.
数据统计(全部)
做对次数: 1046
做错次数: 343
正确率: 75.31%
数据统计(个人)
做对次数: 0
做错次数: 1
正确率: 0.00%
解析
A is correct.
According to interest rate parity, forward rate in NZD/AUD = spot rate* (1+interest rate in New Zealand)/(1+interest rate in Australia). Therefore, the spot rate is calculated as: NZD/AUD 1.1079*1.025/1.03=NZD/AUD=1.1025
考点：interest rate parity1
解析：根据利率平价，NZD/AUD的远期利率 =即期利率*(1+新西兰利率)/(1+澳大利亚利率)。因此，即期汇率计算为:NZD/AUD 1.1079*1.025/1.03=NZD/AUD=1.1025
