国际金融的一道题,高分求助中

2022-10-31 14:54发布

1.先用中间价计算掉期率掉期率=汇率差价*12/(即期汇率*远期月份)[(0.0190+0.0185)/2]/[(0.6440+0.6450)/2]=2.91%

1.先用中间价计算掉期率掉期率=汇率差价*12/(即期汇率*远期月份)[(0.0190+0.0185)/2]/[(0.6440+0.6450)/2]=2.91%