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Jessica2022-08-25 11:42:28
同学你好
其实就是计算一年期的远期汇率,即 Expected Spot Rate = Forward rate
故 Expected Spot Rate of CAD/GBP = Forward rate of CAD/GBP
= [ ( Expected Spot Rate of USD/EUR) × ( Expected Spot Rate of EUR/GBP) ] / ( Expected Spot Rate of USD/CAD)
其中,Expected Spot Rate of USD/EUR) = 1.3860;Expected Spot Rate of EUR/GBP = 1.2790; Expected Spot Rate of USD/CAD =1.0300
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