1724 0

# [外汇] 求interest rate parity 应用习题详解 [推广有奖]

• 3关注
• 4粉丝

11%

-

0

11345 个

12 点

29 点

20 点

79360 点

895

0

517 小时

2005-1-21

2017-1-17

sjing21 发表于 2010-4-3 21:58:43 |显示全部楼层
 下面是跨国公司财务管理的两个题目:后面有标准答案. 但我觉得标准答案有误, 第一题答案我觉得是D,第2题没有准确答案,大约是65%.哪位能给个详解吗?谢谢 Suppose that on January 1 a firm in Mexico borrows $20 million from Citibank (USA) for one year at 8.00% interest per annum (bullet repayment of principal). During the year U.S. inflation is 2.00% and Mexican inflation is 12.00%. The loan was taken when the spot rate was Peso 3.40/US$. At the end of the one year loan period the exchange rate was Peso 5.80/US\$. 1. Based on the above information, what is the cost to the firm of the loan in Mexican peso’s (percent)? (a) 8.00% (b) 20.00% (c) 45.72% (d) 84.24% Topic: Interest Rate Parity Skill: Analytical Answer: A 2. Based on the above information, what is the real cost of the loan to the firm in peso terms? (a) -3.57% (b) 20.96% (c) 80.63% (d) 72.24% Topic: Interest Rate Parity Skill: Analytical Answer: D .custom_tag{background:none; padding-left:0;} .custom_tag a{text-decoration:none; margin-right:7px;} .custom_tag a:hover{text-decoration:underline;}
 载入中......

 您需要登录后才可以回帖 登录 | 我要注册 回帖后跳转到最后一页

论坛VIP
贵宾会员
可免费加入