If uncovered interest rate parity holds, today’s expected value for the JPY/GBP currencypair one year from now would be closest to: A.126.02. B.129.67. C.130.05. A is correct. If uncovered interest rate parity holds, then forward rate parity willhold and the expected spot rate one year forward is equal to the one-year forwardexchange rate. This forward rate is calculated in the usual manner, given the spotexchange rates and Libors: Se=F=129.67( 1.001 1.03 )=126.02 为什么说uncovered interest rate parity holds, then forward rate parity willhold？

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您现在的坐在位置：首页>智汇问答>CFA二级

Crystal2018-12-20 22:52:44

If uncovered interest rate parity holds, today’s expected value for the JPY/GBP currencypair one year from now would be closest to: A.126.02. B.129.67. C.130.05. A is correct. If uncovered interest rate parity holds, then forward rate parity willhold and the expected spot rate one year forward is equal to the one-year forwardexchange rate. This forward rate is calculated in the usual manner, given the spotexchange rates and Libors: Se=F=129.67( 1.001 1.03 )=126.02 为什么说uncovered interest rate parity holds, then forward rate parity willhold？