it is sensible to cut down on the usage of water during dry spell which may last for two or three months. if the people go on polluting the air,the ozone layer will disappear entirely one day. although the searching team did everything they could,they did not succeed.
百度知道 > 商业/理财 > 金融添加到搜藏待解决 谁来回答金融英文题~急!!! 悬赏分:20 - 离问题结束还有 14 天 23 小时 急~中英文回答皆可~~最好有说明~~ Suppose the spot exchange rate between the U.S. dollar and the British pound is 1.5000, the interest rate on a 3-month U.S. financial instrument is 1.2%, the interest rate on a similar U.K. financial instrument is 3.5%. calculate the implied expectation of the spot rate. 问题补充:题目问的是:calculate the implied expectation of the spot rate. 要算出来我才能给分呢~~ 提问者: 教皇的秘密 - 大魔法师 九级
这个是用利率平价 算出期望汇率的问题
根据无套利原理 美元利率是1.2% 英镑利率是3.5% 现在汇率是1.5,假设未来汇率是X
你投资任何一个币种最后得到的美元是一样的
投资一块钱英镑 最后得到 1+3.5%
然后按照远期汇率(EXPECTATION OF THE SPOT RATE)兑换成 (1+3.5%)*X美元
把这个美元折现到现在等于 (1+3.5%)*X/(1+1.2%)
再把美元换成英镑 【(1+3.5%)*X/(1+1.2%)】/1.5由于无套利 这个数应当等于1
所以(1+3.5%)*X/(1+1.2%)=1.5 求得X=1.5*(1+1.2%)/(1+3.5%)=1.4667
额~~~分析方法就是这样的
假设美元与英镑的即期汇率为1.5:1,美国金融工具三个月期的利率为1.2%,英国相应金融工具三个月期的利率为3.5%。
计算三个月后的即期汇率。
三个月后的即期汇率应该为1英镑兑1.5*(1+1.2%)÷(1+3.5%)=1.4667美元
it
is
sensible
to
cut
down
on
the
usage
of
water
during
dry
spell
which
may
last
for
two
or
three
months.
if
the
people
go
on
polluting
the
air,the
ozone
layer
will
disappear
entirely
one
day.
although
the
searching
team
did
everything
they
could,they
did
not
succeed.
假设在美元和英磅之间的即期汇率是1.5000,在三个月的美国金融证券的利率是1.2%,相比的英国金融证券的利率是3.5%。
谢谢采纳
百度知道 > 商业/理财 > 金融添加到搜藏待解决
谁来回答金融英文题~急!!!
悬赏分:20 - 离问题结束还有 14 天 23 小时
急~中英文回答皆可~~最好有说明~~
Suppose the spot exchange rate between the U.S. dollar and the British pound is 1.5000, the interest rate on a 3-month U.S. financial instrument is 1.2%, the interest rate on a similar U.K. financial instrument is 3.5%.
calculate the implied expectation of the spot rate.
问题补充:题目问的是:calculate the implied expectation of the spot rate.
要算出来我才能给分呢~~
提问者: 教皇的秘密 - 大魔法师 九级
我来回答:
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回答 共 1 条
假设在美元和英磅之间的即期汇率是1.5000,在三个月的美国金融证券的利率是1.2%,相比的英国金融证券的利率是3.5%。
谢谢采纳
回答者: 梦魇灬 - 魔法师 四级 5-23 10:15