Question
Romanya ve ABD'de 6 aylk borlanmann yllk faiz oranlarnn srasyla %12,7 ve %0,8 olduunu varsayalm. Mevcut spot kuru RON/US$ 4,00 ve 6 aylk forward kuru
Romanya ve ABD'de 6 aylk borlanmann yllk faiz oranlarnn srasyla %12,7 ve %0,8 olduunu varsayalm. Mevcut spot kuru RON/US$ 4,00 ve 6 aylk forward kuru RON/US$ 4,21.
a) Faiz paritesi tutar m? b) Arbitraj kazanc elde edilebilir mi? Cevabnz evet ise, Romanya'nn kendi lkeniz olduunu varsayarsak, Romanya'dan 4.000.000 RON veya Amerika Birleik Devletleri'nden 1.000.000 ABD Dolar bor alr mydnz? Arbitraj krnz hesaplayn. c) rtl veya rtl faiz arbitraj sonucu olur mu, neden? d) b)'deki arbitraj potansiyelini, 6 aylk vadeli kur yerine alt aylk RON/US $= 4,25'ten sonraki spot kuru kullanarak belirleyin.
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Bitcoin Complete Guide To Bitcoin Understand Everything From Getting Started With Bitcoin Sending And Receiving Bitcoin To Mining Bitcoin
Authors: Mr Mark Gates
1st Edition
1974565491, 978-1974565498
