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2023-08-22 12:38if the MXN rate were to decline by 50bps immediately after the contract is agreed,a new MXN/USD forward contract would be at a forward exchange rate of 20.15.這個(gè)例題中選項(xiàng)A，后面這句，如果簽訂合約后匯率改變就會(huì)有一個(gè)新的遠(yuǎn)期匯率？？這句話怎么理解？？合約簽訂后，匯率不是定好了嗎，怎么會(huì)產(chǎn)生一個(gè)新的遠(yuǎn)期匯率呢
所屬：CFA Level I > Derivatives 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
Evian, CFA助教
2023-08-23 11:32
該回答已被題主采納
ヾ(?°?°?)??你好同學(xué)，
同學(xué)你的提供截圖中，A它不對(duì)，第4行解析說(shuō)了“as the forward price F0(T) is not adjusted during the contract life.”和你的理解一致，簽訂合約之后，未來(lái)到期時(shí)間點(diǎn)的匯率定好了就不變了
if the MXN rate were to decline by 50bps immediately after the contract is agreed,a new MXN/USD forward contract would be at a forward exchange rate of 20.15
產(chǎn)生的新匯率，它是展示了一個(gè)過(guò)程，如果MXN的利率有一個(gè)50bps的下降，那么重新定一個(gè)遠(yuǎn)期合約價(jià)格是多少呢？是20.15。這說(shuō)明A它算對(duì)了數(shù)值，即使數(shù)值對(duì)了，但是原來(lái)的這份合約的F0(T)是不變的。
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