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【单选题】
Suppose that the risk-free rates in the United States and in Japan are 5.25% and 4.5%, respectively. The spot exchange rate between the dollar and the yen is $0.008828/yen. What should the futures price of the yen for a one-year contract be to pr arbitrage opportunities, ignoring transactions costs?
A.
$0.009999/yen
B.
$0.009981/yen
C.
$0.008981/yen
D.
$0.008891/yen
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【单选题】Suppose that the risk-free rates in the United States and in the United Kingdom are 4% and 6%, respectively. The spot exchange rate between the dollar and the pound is $1.60/BP. What should the future...
A.
$1.60/BP
B.
$1.70/BP
C.
$1.66/BP
D.
$1.63/BP
E.
$1.57/BP
【单选题】Foreign exchange futures markets are ________, and the foreign exchange forward markets are ________.
A.
informal; formal
B.
formal; formal
C.
formal; informal
D.
informal; informal
E.
organized; unorganized
【单选题】A hedge ratio can be computed as ________
A.
profit derived from one futures position for a given change in the exchange rate divided by the change in value of the unprotected position for the same exchange rate.
B.
the change in value of the unprotected position for a given change in the exchange rate divided by the profit . derived from one futures position for the same exchange rate.
C.
profit derived from one futures position for a given change in the exchange rate plus the change in value of the unprotected position for the same exchange rate.
D.
the change in value of the unprotected position for a given change in the exchange rate plus by the profit derived from one futures position for the same exchange rate.
【单选题】Consider the following:Risk-free rate in the United States0.04/yearRisk-free rate in Australia0.03/yearSpot exchange rate1.67 A\$/\$If the futures market price is 1.63 A\$/$, how could you arbitrage?
A.
Borrow Australian dollars in Australia, convert them to dollars, lend the proceeds in the United States, and enter futures positions to purchase Australian dollars at the current futures price.
B.
Borrow U.S. dollars in the United States, convert them to Australian dollars, lend the proceeds in Australia, and enter futures positions to sell Australian dollars at the current futures price.
C.
Borrow U.S. dollars in the United States, invest them in the U.S., and enter futures positions to purchase Australian dollars at the current futures price.
D.
Borrow Australian dollars in Australia and invest them there, then convert back to U.S. dollars at the spot price.
E.
There is no arbitrage opportunity.
【单选题】If you sold an S&P 500 Index futures contract at a price of 950 and closed your position when the index futures was 947, you incurred ________ (Hint: The S&P500 Index futures contract has a co...
A.
a loss of $1,500.
B.
a gain of $1,500.
C.
a loss of $750.
D.
a gain of $750.
E.
None of the options are correct.
【单选题】Suppose that the risk-free rates in the United States and in Canada are 3% and 5%, respectively. The spot exchange rate between the dollar and the Canadian dollar (C\$) is \$0.80/C\$. What should the ...
A.
\$1.00/C$
B.
\$1.70/C$
C.
\$0.88/C$
D.
\$0.78/C$
E.
\$1.22/C$
相关题目：
【单选题】Suppose that the risk-free rates in the United States and in the United Kingdom are 4% and 6%, respectively. The spot exchange rate between the dollar and the pound is $1.60/BP. What should the future...
A.
$1.60/BP
B.
$1.70/BP
C.
$1.66/BP
D.
$1.63/BP
E.
$1.57/BP
【单选题】Foreign exchange futures markets are ________, and the foreign exchange forward markets are ________.
A.
informal; formal
B.
formal; formal
C.
formal; informal
D.
informal; informal
E.
organized; unorganized
【单选题】A hedge ratio can be computed as ________
A.
profit derived from one futures position for a given change in the exchange rate divided by the change in value of the unprotected position for the same exchange rate.
B.
the change in value of the unprotected position for a given change in the exchange rate divided by the profit . derived from one futures position for the same exchange rate.
C.
profit derived from one futures position for a given change in the exchange rate plus the change in value of the unprotected position for the same exchange rate.
D.
the change in value of the unprotected position for a given change in the exchange rate plus by the profit derived from one futures position for the same exchange rate.
【单选题】Consider the following:Risk-free rate in the United States0.04/yearRisk-free rate in Australia0.03/yearSpot exchange rate1.67 A\$/\$If the futures market price is 1.63 A\$/$, how could you arbitrage?
A.
Borrow Australian dollars in Australia, convert them to dollars, lend the proceeds in the United States, and enter futures positions to purchase Australian dollars at the current futures price.
B.
Borrow U.S. dollars in the United States, convert them to Australian dollars, lend the proceeds in Australia, and enter futures positions to sell Australian dollars at the current futures price.
C.
Borrow U.S. dollars in the United States, invest them in the U.S., and enter futures positions to purchase Australian dollars at the current futures price.
D.
Borrow Australian dollars in Australia and invest them there, then convert back to U.S. dollars at the spot price.
E.
There is no arbitrage opportunity.
【单选题】If you sold an S&P 500 Index futures contract at a price of 950 and closed your position when the index futures was 947, you incurred ________ (Hint: The S&P500 Index futures contract has a co...
A.
a loss of $1,500.
B.
a gain of $1,500.
C.
a loss of $750.
D.
a gain of $750.
E.
None of the options are correct.
【单选题】Suppose that the risk-free rates in the United States and in Canada are 3% and 5%, respectively. The spot exchange rate between the dollar and the Canadian dollar (C\$) is \$0.80/C\$. What should the ...
A.
\$1.00/C$
B.
\$1.70/C$
C.
\$0.88/C$
D.
\$0.78/C$
E.
\$1.22/C$
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