[单选题]

Consider the following foreign exchange and interest rate information:
·Spot rate: 3382 USD/EUR.
·One year riskless USD rate = 2.5%.
·One year riskless EUR rate = 3.5%.
The one-year arbitrage-free forward exchange rate is closest to:

A.1.2391 USD/EUR.

B.1.3253 USD/EUR.

C.1.3513 USD/EUR.

参考答案与解析:

相关试题

An analyst collects the following spot rates, stated as annual BEYs:<br />·6-month spot rate =

[单选题]An analyst collects the following spot rates, stated as annual BEYs:·6-mont

  • 查看答案
  • The spot CHF/GBP exchange rate is 3050. In the 180-day forward market, the CHF/GBP exchange rate is-

    [单选题]The spot CHF/GBP exchange rate is 3050. In the 180-day forward market, the

  • 查看答案
  • An analyst collects the following information regarding spot rates of interest:<br />·1-year r

    [单选题]An analyst collects the following information regarding spot rates of inter

  • 查看答案
  • The EUR/USD spot exchange rate is 0.70145, and 1-year interest rates are 3% in EUR and 2% in USD. Th

    [单选题]The EUR/USD spot exchange rate is 0.70145, and 1-year interest rates are 3%

  • 查看答案
  • If interest rate falls, which of the following statements is true?

    [单选题]If interest rate falls, which of the following statements is true?A.Callabl

  • 查看答案
  • Which of the following yields least likely represents a spot rate?

    [单选题]Which of the following yields least likely represents a spot rate?A.91-day

  • 查看答案
  • A combination of interest rate calls is referred to as an interest rate:

    [单选题]A combination of interest rate calls is referred to as an interest rate:A.c

  • 查看答案
  • Which of the following bonds has the greatest interest rate risk?

    [单选题]Which of the following bonds has the greatest interest rate risk?A.5% 10-ye

  • 查看答案
  • Which of the following is least likely an interest rate policy tool available to the U.S. Federal Re

    [单选题]Which of the following is least likely an interest rate policy tool availab

  • 查看答案
  • Are principal amounts typically exchanged at the beginning of a (n):<br />Interest rate swap? 

    [单选题]Are principal amounts typically exchanged at the beginning of a (n):Interes

  • 查看答案
  • Consider the following foreign exchange and interest rate information:<br />·Spot rate: 3382 U