丹同學(xué)
2022-04-30 05:24Q30, 請(qǐng)問(wèn)“Due to recent monetary tightening by the Riksbank (the Swedish central bank) forward points for the SEK/EUR rate have swung to a premium. ” SEK/EUR fwd rate為什么會(huì)是Premium而不是discount? Excerpt From 2022 CFA Program Level III Volume 2 Derivatives, Currency Management, and Fixed Income CFA Institute This material may be protected by copyright.
所屬:CFA Level III > Derivatives and Currency Management 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Chris Lan助教
2022-05-02 21:00
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同學(xué)你好
因?yàn)榉肿拥呢泿爬矢撸诶势絻r(jià),F(xiàn)=S(1+rSEk)/(1+rEUR)所以算出來(lái)的F比會(huì)比S更大,由于SEK/EUR,參考的是EUR,因此說(shuō)明是EUR的未來(lái)匯率高,所以是EUR升水。
