Crystal
2018-12-20 22:52If uncovered interest rate parity holds, today’s expected value for the JPY/GBP currencypair one year from now would be closest to: A.126.02. B.129.67. C.130.05. A is correct. If uncovered interest rate parity holds, then forward rate parity willhold and the expected spot rate one year forward is equal to the one-year forwardexchange rate. This forward rate is calculated in the usual manner, given the spotexchange rates and Libors: Se=F=129.67( 1.001 1.03 )=126.02 為什么說(shuō)uncovered interest rate parity holds, then forward rate parity willhold？
所屬：CFA Level II > Economics 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
Sinny助教
2018-12-21 09:42
該回答已被題主采納
同學(xué)你好，這里uncovered IRP hold，那么意味著預(yù)期的遠(yuǎn)期匯率就是等于forward rate，那么forward rate parity也是成立的。
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