1個回答
Galina助教
2018-11-06 18:38
該回答已被題主采納
同學(xué)你好，麻煩發(fā)一下題干，謝謝
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追問
A financial institution has entered into a plain vanilla currency swap with one of its customers. The period left on the swap is two years with the institution paying 4.5% on USD 120 million and receiving 2% on JPY 3,500 million annually. The current exchange rate is 120 JPY/USD, and the flat term structure in both countries generates a 3% rate in the United States and a 0.5% rate in Japan. The current value of this swap to the institution is closest to:
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追答
4.5% * USD 120 million =5.4millionUSD
2% * JPY 3,500million=70millionJPY
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