2. 外语
  3. The spot USD/JPY exchange rate is 112, Japanese 3-month interest rate is 0.01% per year, American 3-month interest rate is 0.562

The spot USD/JPY exchange rate is 112, Japanese 3-month interest rate is 0.01% per year, American 3-month interest rate is 0.562

admin2011-01-24  58
问题 The spot USD/JPY exchange rate is 112, Japanese 3-month interest rate is 0.01% per year, American 3-month interest rate is 0.5625% per year, and capital movement is free. What is the 3-month forward USD/JPY exchange rate?______.
选项 A、118.28
B、118.35
C、117.96
D、117.49
答案C
解析 答案为C项。远期汇率是即期汇率加减两种货币的利率差所形成的。计算公式为：远期汇率=即期汇率+即期汇率×(报价货币利率一基准货币利率)×远期天数／360。当报价货币的利率高于基准货币的利率时，远期汇率高于即期汇率，称为升水；当报价货币的利率低于基准货币的利率时，远期汇率低于即期汇率，称为贴水。远期期限越长，远期汇率与即期汇率的价差就越大。经过计算，本题所述的三个月的USD／JPY远期汇率为：112+112×(0．0l％一0．5625％)×90／360=196，故选C项。
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