fff團團長比伯
2018-04-22 07:09Given that JPY/USD spot rate is equal to 90.25, the American risk-free interest rate is 25%, Japanese risk-free interest rate is 50%, if JPY/USD spot rate is 91.04 one year from now. Based on the forward rate of JPY/USD, Japanese yen is trading at: A Forward rate B Forward discount rate of 16.81% C Forward premium rate of 20% 請問這個題目是怎么求解的
所屬:CFA Level I 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Sinny助教
2018-04-23 11:11
該回答已被題主采納
同學(xué)你好,已知兩國的interest rate和spot exchange rate,可以根據(jù)IRP計算出來forward rate。得到forward rate和spot rate可以看出來日元升值和貶值的幅度
