大同學(xué)
2025-02-06 10:12老師第一問的解析里,The carry trade is a strategy that involves borrowing in low-yield currencies and investing in high-yield currencies. Borrow in USD at 2.211% Invest in China at 5.667% Profit = 5.667% – 2.211% = 3.456% ① 這里算的profit為什么沒考慮兩國匯率?②這道題老師講題的時(shí)候就把文字的部分說了一下,說答到這里就可以了”The carry trade is a strategy that involves borrowing in low-yield currencies and investing in high-yield currencies.“ 那么后面計(jì)算的部分還要嗎?
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(gè)回答
Simon助教
2025-02-06 11:03
該回答已被題主采納
同學(xué),上午好。
后面計(jì)算不需要,說清楚借低利率(指明幣種),投高利率(指明幣種),即可。
這里的計(jì)算不需要看。3.456只是利率上賺的,還要考慮匯率的。
