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 | 
发表于 2007-4-21 23:48
|