NO.PZ2018113001000012
问题如下：
ABC is a China-based company. It will pay $100,000 in three months. The company wants to hedge the exchange risk, so it plans to use a forward contract that is priced at 6.8 RMB/$. Which of following statements is most likely correct?
选项：
A. ABC will
take a short forward position and receive ￥680,000
B. ABC will
take a long forward position and pay￥680,000
C. ABC will
take a long forward position and receive￥680,000
解释：
B is correct.
考点：Foreign Currency Risk
解析：
因为该公司未来需要支付美元，担心美元上涨。因此它需要买美元，即long forward，到期可以以固定汇率6.8人民币的价格买美元。3个月之后，公司支付100,000×6.8=680,000人民币，收到100,000美元。再将这100,000美元支付给美国的公司，从而回避了汇率风险。
另外需要注意的是，对于外汇合约来说，long or short都是针对base currency(斜杠后面的货币)，在这一题中即为美元。我们需要先买美元再支付给美国公司，所以是long forward.
pay 美元 receive 人民币 这有什么问题吗 long short方向我是懂的