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Captain America · 2022年12月04日

请问C选项如何理解

NO.PZ2016010802000211

问题如下:

If the base currency in a forward exchange rate quote is trading at a forward discount, which of the following statements is most accurate?

选项:

A.

The forward points will be positive.

B.

The forward percentage will be negative.

C.

The base currency is expected to appreciate versus the price currency.

解释:

B is correct.

The base currency trading at a forward discount means that 1 unit of the base currency costs less for forward delivery than for spot delivery; i.e., the forward exchange rate is less than the spot exchange rate. The forward points, expressed either as an absolute number of points or as a percentage, are negative.

考点:Forward Premium and Discount

解析:如果基础货币以远期贴水交易,那么远期汇率将低于即期汇率,forward points 和forward percentage都为负数,基础货币将贬值。所以只有B选项正确

请问C选项如何理解???

1 个答案
已采纳答案

笛子_品职助教 · 2022年12月04日

嗨,从没放弃的小努力你好:


请问C选项如何理解???

我们的汇率表达式是pirce / base currency,因此衡量升值还是贬值,都是指base currency的升值和贬值。

C选项The base currency is expected to appreciate versus the price currency.的含义是:基础货币会升值。

因为forward是贴水的,所以根据forward的贴水,基础货币是会贬值的。C的说法不正确。

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努力的时光都是限量版,加油!

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NO.PZ2016010802000211 为什么forwarpoints 和forwarpercentage都为负数?

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2020-08-28 13:55 2 · 回答

老师,钻进死胡同了,我能理解AC是错的,那为什么B是对的

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