Two hypothetical currencies,ABCand XYZ,are trading at the spot rate of 1.60ABC/XYZ.If the interest rate in ABC's country is 7%and 5%in XYZ's country,and the actual 1-year forward rate is 1.62,identify if an arbitrage profit opportunity exists
Two hypothetical currencies,ABCand XYZ,are trading at the spot rate of 1.60ABC/XYZ.If the interest rate in ABC's country is 7%and 5%in XYZ's country,and the actual 1-year forward rate is 1.62,identify if an arbitrage profit opportunity exists
发布时间：2024-09-11 05:49:56
