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Romanya ve Amerika Birleik Devletleri'ndeki 6 aylk borlanmann yllk faiz oranlarnn Srasyla %12,7 ve %0,8. Mevcut spot kuru RON/US$ 4,00 ve 6 aylk forward kuru

Romanya ve Amerika Birleik Devletleri'ndeki 6 aylk borlanmann yllk faiz oranlarnn Srasyla %12,7 ve %0,8. Mevcut spot kuru RON/US$ 4,00 ve 6 aylk forward kuru RON/US$ 4,21'dir. a) Faiz paritesi tutar m? b) Arbitraj kazanc elde edilebilir mi? Cevabnz evet ise, Romanya'nn kendi lkeniz olduunu varsayarsak, Romanya'da 4.000.000 RON veya Amerika Birleik Devletleri'nde 1.000.000 ABD Dolar bor almak? senin hesapla arbitraj kar c) rtl veya rtl faiz arbitraj sonucu olur mu, neden? d) b)'deki arbitraj potansiyelini, alt aylk RON/US $= 4,25 yerine spot kuru kullanarak belirleyin. 6 ay vadeli faiz oran.

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