问题 单项选择题

The European one-year risk-free rate is 1.98%, and the U.S. one-year risk-free rate is 1.08%. If the U.S. dollar per euro (USD/euro) spot rate is 1.2511, the one-year forward points for the USD/ euro forward rate are closest to:()

A. -94.0

B. -110.4

C. +111.4

答案

参考答案:B

解析:

forward rate=1.2511USD/euro×(1+1.08%)/(1+1.98%)=1.24006USD/euro,1.24006USD/euro-1.2511USD/euro=-0.01104,即远期汇率下降110.4个基点。

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单项选择题