fff团团长比伯2018-04-22 07:09:50
Given that JPY/USD spot rate is equal to 90.25, the American risk-free interest rate is 25%, Japanese risk-free interest rate is 50%, if JPY/USD spot rate is 91.04 one year from now. Based on the forward rate of JPY/USD, Japanese yen is trading at: A Forward rate B Forward discount rate of 16.81% C Forward premium rate of 20% 请问这个题目是怎么求解的
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Sinny2018-04-23 11:11:15
同学你好,已知两国的interest rate和spot exchange rate,可以根据IRP计算出来forward rate。得到forward rate和spot rate可以看出来日元升值和贬值的幅度
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