FRM

FRM

【FRM每日一题】一级:金融市场&估值

【FRM每日一题】一级:金融市场&估值

备考FRM一级  |  2015-08-10

  Assume that the forward rate of a 3-month EUR|USD foreign exchange contract is 1.1615 USD per EUR. What will the spot USD per EUR exchange rate be, while EUR LIBOR is 5% and USD LIBOR is 3%?

  A.1.1569.

  B.1.1639.

  C.1.1673

  D.1.1766

  Answer: C

  1.1615=Se^((3%-5%)×0.25)→S=1.1673

FRM资料(handbook/notes/core reading/中文精要/习题集)下载:http://frm.gfedu.com/experience/part1/22469.shtml

相关标签 FRM一级

取消