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

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2005-1-21

2018-6-23

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;} .custom_tag i{display: inline-block;width: 60px;} .bjxglj{ float: right; color: #e4751d; font-size: 14px;} .bjxglj:hover{ text-decoration: underline;} .top_related_thread { background: #fff;} .t_f a { text-decoration: initial;} .t_f a:hover{ text-decoration:underline; } .top_related_thread ul{max-height: 125px;overflow: hidden;}

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