外交人員考試三等考試-外交領事人員類科英文組二國際經濟(以英文命題及作答)113 年第 4 題單選題

If covered interest parity holds, then _____.

Afirms should be able to identify opportunities for arbitrage in investments

Bthe difference between two countries' interest rates should roughly equal the forward discount or premium between their currencies正確答案

Cinternational interest rates should be equal

Dforward rates should equal spot rates

答案與詳解

正確答案

拋補利率平價 (CIP)：兩國利差 ≈ 遠期匯率的貼水或升水，套利空間會被抹平。

CIP 核心公式：i - i* ≈ (F-S)/S。本國利率減外國利率，約等於遠期匯率相對即期匯率的升水(premium)或貼水(discount)，這正是拋補利率平價的定義。

考點：概念顛倒考點：CIP 定義考點：範圍誤導考點：特例誤認通則

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