A-A+
The spot USD/CHF exchange rate is 2515 Swiss
问题详情
The spot USD/CHF exchange rate is 2515, Swiss 1-month interest rate is 1% per year, American 1-month interest rate is 0.25% per year, and capital movement is free. What is the 1-month forward USD/CHF exchange rate?______.
A.1.2523
B.1.2492
C.1.2532
D.1.2456请帮忙给出正确答案和分析,谢谢!
参考答案
正确答案:A
解析:答案为A项。经过计算,本题中一个月的USD/CHF远期汇率为:2515+2515×(1%一0.25%)×30/360=2523,故选A项。