求interest rate parity 应用习题详解

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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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关键词：interest Parity inter Rest Rate 习题 详解 Rate interest Parity