← 返回数学题库
3901金融与交易中等derivationmedium

Covered Arbitrage Direction 1

题目

Spot is 1.1, the domestic rate is 4.00%, the foreign rate is 1.00%, maturity is 1 years, and the market forward is 1.16 under continuous compounding. Is the forward rich or cheap relative to CIP, and what covered-arbitrage profit is locked in per 1 unit of foreign currency notional?

解题计时

0:00

提交作答时记录,用于后续平均用时统计。

你的答案

第 1 项

第 2 项