Iris
2018-11-10 23:36A bank has a USD 50 million portfolio for investment. The cost of funds for that is 4.5%. The bank lends 50% of the assets to domestic customers at an average loan rate of 6.25%. The rest is lent to UK client at 7%. The current exchange rate is USD1.642/GBP. At the same time, the bank sells a forward contract equal to the expected receipts one year from now. The forward rate is USD1.58/GBP. The weighted average return to the bank on its assets is closest to : D. 4.61% A bank borrows USD 5 million at 4.5%, purchase euros on the spot market, and lends that amount to a German firm at 6%. The euro spot rate is EUR1.12/USD. After one year, the exchange rate is EUR0.84/USD. The rate of return of this loan to the bank is closest to : C.36.8% 老師這類利率總是很繞，有什么簡便一點的方法嗎？
所屬：FRM Part I 視頻位置 相關試題
來源： 視頻位置 相關試題
1個回答
金程教育吳老師助教
2018-11-12 10:28
該回答已被題主采納
學員你好。根據(jù)歷年考試回顧和學員、論壇等總結(jié)，這類題目質(zhì)量不是很好，考試不會考。建議考試之前多看一下錯題，以金程資料為主，效果更好。
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