A bank has a USD 50 million portfolio for investment. The cost of funds for that is 4.5%. The bank lends 50% of the assets to domestic customers at an average loan rate of 6.25%. The rest is lent to UK client at 7%. The current exchange rate is USD1.642/GBP. At the same time, the bank sells a forward contract equal to the expected receipts one year from now. The forward rate is USD1.58/GBP. The weighted average return to the bank on its assets is closest to : D. 4.61% A bank borrows USD 5 million at 4.5%, purchase euros on the spot market, and lends that amount to a German firm at 6%. The euro spot rate is EUR1.12/USD. After one year, the exchange rate is EUR0.84/USD. The rate of return of this loan to the bank is closest to : C.36.8% 老师这类利率总是很绕，有什么简便一点的方法吗？

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Iris2018-11-10 23:36:55

A bank has a USD 50 million portfolio for investment. The cost of funds for that is 4.5%. The bank lends 50% of the assets to domestic customers at an average loan rate of 6.25%. The rest is lent to UK client at 7%. The current exchange rate is USD1.642/GBP. At the same time, the bank sells a forward contract equal to the expected receipts one year from now. The forward rate is USD1.58/GBP. The weighted average return to the bank on its assets is closest to : D. 4.61% A bank borrows USD 5 million at 4.5%, purchase euros on the spot market, and lends that amount to a German firm at 6%. The euro spot rate is EUR1.12/USD. After one year, the exchange rate is EUR0.84/USD. The rate of return of this loan to the bank is closest to : C.36.8% 老师这类利率总是很绕，有什么简便一点的方法吗？