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<H1 ><FONT face="Times New Roman">1 </FONT>若<FONT face="Times New Roman">S:1</FONT>英镑<FONT face="Times New Roman">=$1.1000-50,</FONT>一个月<FONT face="Times New Roman">F</FONT>掉期率为<FONT face="Times New Roman">:"10-20",</FONT>若某客户欲向银行卖出<FONT face="Times New Roman">$100000</FONT>买进英镑<FONT face="Times New Roman">,</FONT>则他可收进多少英镑<FONT face="Times New Roman">? </FONT></H1>
<H1 ><FONT face="Times New Roman">2 S:$1=DM1.6500,</FONT>六个月期利率美国为<FONT face="Times New Roman">6%,</FONT>马克为年<FONT face="Times New Roman">4%,</FONT>计算六个月期利率平价和掉期率<FONT face="Times New Roman">. </FONT></H1>
<H1 ><FONT face="Times New Roman">3 </FONT>若某客户买进<FONT face="Times New Roman">100</FONT>万日圆看涨期权<FONT face="Times New Roman">,</FONT>履约价为<FONT face="Times New Roman">$1=JP110,</FONT>期权费总额为<FONT face="Times New Roman">$5000.</FONT>有效期内市场汇率为<FONT face="Times New Roman">$1=JP115,</FONT>说明该客户的选择和投资结果<FONT face="Times New Roman">. </FONT></H1>
<H1 ><FONT face="Times New Roman">4 </FONT>某进口商<FONT face="Times New Roman">12</FONT>月份有一笔出口款收入<FONT face="Times New Roman">,</FONT>金额为<FONT face="Times New Roman">JP1250000,</FONT>出口商买进日圆期权保植<FONT face="Times New Roman">,</FONT>期权费为<FONT face="Times New Roman">$0.0010/JP,</FONT>预约价为<FONT face="Times New Roman">$0.0080/JP,</FONT>若有效期内市场汇率如下<FONT face="Times New Roman">,</FONT>分别说明几种情况下出口商的选择和出口美圆收入<FONT face="Times New Roman">.(1)$1=JP126 (2)$1=JP125 (3)$1=JP124. </FONT></H1>
<H1 ><FONT face="Times New Roman">5 </FONT>已知美圆兑欧元的即期汇率<FONT face="Times New Roman">EUR1=USD1.1500/20,</FONT>美圆兑日圆即期汇率为<FONT face="Times New Roman">USD1=JP120/125,</FONT>套算欧元兑日圆即期汇率<FONT face="Times New Roman">. </FONT></H1>
<H1 ><FONT face="Times New Roman">6 </FONT>以<FONT face="Times New Roman">1999</FONT>年<FONT face="Times New Roman">1</FONT>月<FONT face="Times New Roman">1</FONT>号为即期<FONT face="Times New Roman">,</FONT>美圆兑欧元汇率为<FONT face="Times New Roman">1</FONT>欧元<FONT face="Times New Roman">=1.17</FONT>美圆<FONT face="Times New Roman">,2000</FONT>年年初美国通货膨胀率为<FONT face="Times New Roman">3%,</FONT>欧元区物价指数为<FONT face="Times New Roman">1.08,</FONT>计算<FONT face="Times New Roman">2000</FONT>年初美圆兑欧元的相对购买力平价<FONT face="Times New Roman">. </FONT></H1>
<H1 ><FONT face="Times New Roman"> </FONT></H1>
<H1 >备注<FONT face="Times New Roman">:JP</FONT>是日圆</H1>
<H1 ><FONT face="Times New Roman">谢谢哈!!!</FONT></H1>
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