作者bluelazzy (加油!!)
看板Economics
标题Re: [考试] 总经考题
时间Thu Feb 5 00:22:23 2009
这题是要求持有欧元定存的报酬率(远期外汇市场存在时)
所以站在美国人持有欧元的立场
欧元定存的报酬率
=欧元定存的市场利率+预期欧元的升值率
=4%+6%
=10%
其中 预期欧元升值率=(1.113-1.05)/1.05*100%=6%
根据利率平价说,算出来的答案刚好会等於美国的定存利率
: Q.The one-year forward price of euros in terms of dollars is $1.113 per euro,
: the spot exchange rate is $1.05 per euro, and the one-year interest rate on
: dollar deposits in 10% and on euro is 4%. What is the rate of return on a
: covered euro deposit?
: 这题答案为6%
: 他最後要求收益率
: 但我不知道这题可用哪条利率公式解XD
: 恳请板上高手们分享高见~~
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1F：推 HUMMING:感谢解答!! 122.124.68.181 02/05 00:29
2F：推 HUMMING:结果这题答案参考书又给错...= = 122.124.68.181 02/05 00:56
3F：推 bruceismeok:谁的阿= =? 210.203.31.133 02/05 21:29