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3905金融与交易中等derivationmedium

Covered Arbitrage Direction 5

题目

Spot is 109, the domestic rate is 1.50%, the foreign rate is 0.50%, maturity is 1 years, and the market forward is 111 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?

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你的答案

forward_status

profit