含同學(xué)
2022-08-24 23:33一年內(nèi)的預(yù)期即期匯率GBP/CAD=1.0300/(1.3860×1.2790)=0.5810 這一步是什么意思呢
所屬:CFA Level I > Economics 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
Jessica助教
2022-08-25 11:42
該回答已被題主采納
同學(xué)你好
其實(shí)就是計(jì)算一年期的遠(yuǎn)期匯率,即 Expected Spot Rate = Forward rate
故 Expected Spot Rate of CAD/GBP = Forward rate of CAD/GBP
= [ ( Expected Spot Rate of USD/EUR) × ( Expected Spot Rate of EUR/GBP) ] / ( Expected Spot Rate of USD/CAD)
其中,Expected Spot Rate of USD/EUR) = 1.3860;Expected Spot Rate of EUR/GBP = 1.2790; Expected Spot Rate of USD/CAD =1.0300
