楼主: xsc2001
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国际金融的问题 [推广有奖]

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xsc2001 发表于 2009-11-30 19:59:50 |AI写论文

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Based on a survey you have made of the expectation of international finance professors, you find that this group anticipated that the dollar will depreciate versus the yen by 20 percent in the next year (x = 0.02). From some banks, you calculate that the one-year forward premium on the yen is negative (there is discount on the yen) and it is equal to 5 percent (f = 0.05). Assuming that you compare assets with the same default and political risk characteristics, what can you infer from the data about the exchange risk premium (or discount) on yen-denominated assets?

不是很理解这道题目的意思啊,美元对日元贬值20%是即期的?这道题怎么解啊?
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关键词:国际金融 Internation expectation Anticipated PROFESSORS 国际金融

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