eggie2018-11-06 12:27:52
eggie70和5.4怎么来的
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Galina2018-11-06 18:38:08
Galina同学你好，麻烦发一下题干，谢谢
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A financial institution has entered into a plain vanilla currency swap with one of its customers. The period left on the swap is two years with the institution paying 4.5% on USD 120 million and receiving 2% on JPY 3,500 million annually. The current exchange rate is 120 JPY/USD, and the flat term structure in both countries generates a 3% rate in the United States and a 0.5% rate in Japan. The current value of this swap to the institution is closest to:
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4.5% * USD 120 million =5.4millionUSD
2% * JPY 3,500million=70millionJPY
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