Q11. The U.S. interest rate is 4%, the Jordan interest rate is 7% and the $/JOD spot rate is 2.0010. What is the $/JOD forward rate that satisfies interest rate parity? A) $1.9450 / JOD. B) $0.5142 / JOD. C) $1.0936 / JOD.
Q12. A resident of China can invest in Chinese yuan at 5.5% or in Egyptian pounds at 6%. The current spot rate is 80 CY/EGP. What is the one-year forward rate expressed in CY/EGP? A) 80.3792. B) 79.6226. C) 88.9876.
Q13. An investor can invest in Tunisian dinar at r = 6.25% or in Swiss francs at r = 5.15%. She is a resident of Tunisia and the current spot rate is 0.8105 TND/SF. What is the approximate one-year forward rate expressed in TND/SF?
A) 0.8016. B) 0.8215. C) 0.8194.
| 
发表于 2009-1-13 12:00
| 
