The Mexican direct forward exchange rate with the US dollar is higher than that indicated by IRP. Which of following choices would not be part of a currency trader's risk-free profit trading strategy?

A. Sell USD at spot rate (USD/MXP)   B. Sell USD forward     C. Lend USD at the US interest rate   D. Borrow MXP at the Mexican interest rate

答案 a  但我认为是b

推导过程如下：  direct (MXP/USD) higher--> indirect USD/MXP lower -->  MXP undervalued --> trader should borrow MXP now = lend USD now = buy MXP now = sell USD now = sell MXP forward = buy USD forward

所以 a c d 正确 b 错误

还请大虾们指正 谢谢

还请胡老师指教 谢谢