Iris
2018-11-10 23:40A bank issues a 6-month, USD 1 million CD at 4% and funds a loan in ARS at 6.5%. The spot rate for ARS was ARS2.27 per USD at the time of transaction. In 6 months, the ARS depreciated to ARS 2.3 per USD. What is the realized nominal annual spread on the loan? B. -0.19% 請老師解釋下這題,謝謝!
所屬:FRM Part 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
金程教育吳老師助教
2018-11-12 10:28
該回答已被題主采納
學(xué)員你好。根據(jù)歷年考試回顧和學(xué)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。
