郭同学2018-12-13 14:34:03

Q. Based on the data in Exhibit 1, the expected net investment return on a one-year carry trade based on the JPY/EUR currency pair, measured in JPY terms, is closest to: 2.86%. 3.10%. 3.01%. 这道题我选的B，答案选A 两个答案的却别在于对于S0用bid价还是offer价。 0时刻JPY/EUR=127.6294~127.9312 货币顺序是0时刻JPY->EUR，然后在1时刻换回来，1时刻实际是须要卖EUR买入JPY，这个投资者的角度，对于dealer来说，应该是买EUR卖JPY不是应该用bid价格127.6294算吗？