楼主: sjing21
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[外汇] 求interest rate parity 应用习题详解 [推广有奖]

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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

 
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