题目内容

The main advantage(s) of over-the-counter foreign currency options over exchange-traded options is(are)

A. expiration dates tailored to the needs of the client.
B. amounts that are tailor made.
C. client desired expiration dates.
D. all of the above.

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Peter Simpson thinks that the U.K. pound will cost $1.48/£ in six months. A 6-month currency futures contract is available today at a rate of $1.44/£ . If Peter was to speculate in the currency futures market, and his expectations are correct, which of the following strategies would earn him a profit?

A. Sell a pound currency futures contract
Buy a pound currency futures contract.
C. Sell pounds in six months.
D. Sell pounds today.

The current U.S. dollar-yen spot rate is ￥85/$. If the 90-day forward exchange rate is ￥88 /$ , then the yen is selling at a per annum (年化) of .

A. premium; 1.57%
B. premium; 6.30%
C. discount; 3.41%
D. discount; 13.64%

The U.S. dollar suddenly changes in value against the euro moving from an exchange rate EUR/USD of 0.8909 to 0.8709. Thus, the dollar has by .

A. appreciated; 2.30%
B. depreciated; 2.30%
C. appreciated; 2.24%
D. depreciated; 2.24%

Assume the current USD/GBP spot rate is 0.6134. If the current one-year interest rate in the U.S. is 2.5% and the comparable rate in Britain is 3.5%, what is the approximate forward exchange rate of USD/GBP for 360 days?（最接近下面哪一个）

A. 1.42
B. 0.6075
C. 0.6134
D. 0.6194