Lcayytt
2024-07-20 17:42The New Zealand dollar (NZD) is trading at a positive cross-currency basis againstthe U.S. dollar (USD). Sterling (GBP) is trading at a negative cross-currency basisto the USD. Which of the following strategies would generate the greatest return? 答案里說:If the NZD is trading at a positive cross-currency basis to the USD, New Zealandinvestors can earn superior returns by lending NZD via a currency swap andinvesting in U.S. government bonds。 沒懂什么意思。視頻講義里對basis的講解不多。
所屬:CFA Level III > Derivatives and Risk Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Simon助教
2024-07-22 14:42
該回答已被題主采納
同學(xué),上午好。具體題目截圖可以貼一下嗎?
