151****72002023-08-22 12:38:05
if the MXN rate were to decline by 50bps immediately after the contract is agreed,a new MXN/USD forward contract would be at a forward exchange rate of 20.15.这个例题中选项A,后面这句,如果签订合约后汇率改变就会有一个新的远期汇率??这句话怎么理解??合约签订后,汇率不是定好了吗,怎么会产生一个新的远期汇率呢
回答(1)
Evian, CFA2023-08-23 11:32:54
ヾ(◍°∇°◍)ノ゙你好同学,
同学你的提供截图中,A它不对,第4行解析说了“as the forward price F0(T) is not adjusted during the contract life.”和你的理解一致,签订合约之后,未来到期时间点的汇率定好了就不变了
if the MXN rate were to decline by 50bps immediately after the contract is agreed,a new MXN/USD forward contract would be at a forward exchange rate of 20.15
产生的新汇率,它是展示了一个过程,如果MXN的利率有一个50bps的下降,那么重新定一个远期合约价格是多少呢?是20.15。这说明A它算对了数值,即使数值对了,但是原来的这份合约的F0(T)是不变的。
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