According to the covered interest parity, if interest rate in UK is 1%, interest rate in Japan is 3%, and spot…

Question

According to the covered interest parity, if interest rate in UK is 1%, interest rate in Japan is 3%, and spot exchange rate is 145 JPY/GBP, which of the following is the 1-year forward rate?

Accepted Answer

正確答案為 D。正確。依據 CIP 精確公式：F = 145 × (1 + 0.03) / (1 + 0.01) = 145 × (1.03 / 1.01) ≈ 147.87，四捨五入為 147.9 JPY/GBP。

According to the covered interest parity, if interest rate in UK is $1%$ , interest rate in Japan is $3%$ , and spot exchange rate is $145$ JPY/GBP, which of the following is the 1-year forward rate?

為什麼答案是 D

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