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山大國際金融試題及答案

發布時間:2022-01-12 02:46:43

⑴ 歷屆國際金融自考試題及答案

例年試卷在你所在省的自考網上就有 上面有個叫試卷大綱或者叫例年試題庫的 裡面全部都是例次考試的試卷 不過答案是沒有的 在網上也是找不到的

⑵ 國際金融試題與答案

100*8=800

⑶ 急求國際金融考試題答案(過程也要)

1.(1)遠期匯率抄=(0.6440-0.019)/(0.6450-0.0185)=0.6250/65
用即期DM賣出價和遠期買入價計算掉期率
掉期率=(0.6450-0.6250)*100%/0.6450=3.1008%,小於利差4%
(2)掉期率小於利差,套利有利,即借低利率貨幣美元兌換成高利率貨幣有利
借100萬美元,即期兌換成DM(價格0.6450),投資1年,同時簽訂一個遠期賣出100萬DM投資一年的本利和(價格為0.6250)合同,到期DM本利和取出,按合同兌換成美元,再減去借的美元本利,即為套利獲利:
1000000/0.6450*(1+10%)*0.6250-1000000*(1+6%)=5891.47美元
2.(1)DM/SFr=1.3899/1.6920=0.8215
(2)DM/SFr不能夠計算
(3)DM/SFr=(1.3894/1.6922)/(1.3904/1.6917)=0.8211/0.8290(交叉相除)
(4)GBP/DM=(1.6808*1.6917)/(1.6816*1.6922)=2.8434/2.8456(同邊相乘)
3.與1相同

⑷ 國際金融題目,求過程答案

1. The Swiss franc is at a forward premium. Its current forward value ($0.505/SFr) is greater than its current spot value ($0.500/SFr).

2. The covered interest differential "in favor of Switzerland" is ((1 + 0.005)+(0.505) / 0.500) - (1 + 0.01) = 0.005. (Note that the interest rate used must match the time period of the investment.) There is a covered interest differential of 0.5% for 30 days (6 percent at an annual rate). The U.S. investor can make a higher return, covered against exchange rate risk, by investing in SFr-denominated bonds, so presumably the investor should make this covered investment. Although the interest rate on SFr-denominated bonds is lower than the interest rate on dollar-denominated bonds, the forward premium on the franc is larger than this difference, so that the covered investment is a good idea.

3. The lack of demand for dollar-denominated bonds (or the supply of these bonds as investors sell them in order to shift into SFr-denominated bonds) puts downward pressure on the prices of U.S. bonds — upward pressure on U.S. interest rates. The extra demand for the franc in the spot exchange market (as investors buy SFr in order to buy SFr-denominated bonds) puts upward pressure on the spot exchange rate. The extra demand for SFr-denominated bonds puts upward pressure on the prices of Swiss bonds— downward pressure on Swiss interest rates. The extra supply of francs in the forward market (as U.S. investors cover their SFr investments back into dollars) puts downward pressure on the forward exchange rate. If the only rate that changes is the forward exchange rate, this rate must fall to about $0.5025/SFr. With this forward rate and the other initial rates, the covered interest differential is close to zero.

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