谁来回答金融英文题~中英文回答皆可~最好有说明~Suppose the spot exchange rate between th_其他解答

谁来回答金融英文题~
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.
题目问的是：calculate the implied expectation of the spot rate.
要算出来我才能给分呢~

人气：431 ℃　时间：2020-10-01 04:06:54

解答

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（EXP...