Zu dieser Karteikarte gibt es einen kompletten Satz an Karteikarten. Kostenlos!
65
An exchange rate is 0.7000 and the six-month domestic and foreign risk-free interest rates are 5% and 7% (both expressed with continuous compounding). What is the six-month forward rate?
A. 0.7070
B.0.7177
C.0.7249
D.0.6930
A. 0.7070
B.0.7177
C.0.7249
D.0.6930
Answer: D
The six-month forward rate is 0.7000e−(0.05−0.07)×0.5=0.6930.
The six-month forward rate is 0.7000e−(0.05−0.07)×0.5=0.6930.
Karteninfo:
Autor: CoboCards-User
Oberthema: Finance & Investment
Thema: Derivatives
Veröffentlicht: 27.10.2015