[考題] 貨銀 華南100年
宏典100年華南貨銀
如果美國6個月的存款利率為6%，目前美元兌換新台幣的匯率為29，
預期6個月後的匯率為30，則根據未拋補利率評價理論
，則6個月的本國利率約如何?
答案是 13.10%
我的算法
(30-29)/29=(i/2)-(6%/2)
i=12.89%
解答算法
(30-29)/29=[(i/2)-(6%/2)]/(1+(6%/2))
i=13.10%
疑問: 100年台銀有一題類似的
若台灣的利率為3%，日本的利率為1%，日本與新台幣間的即期匯率為0.35，
在無拋埔利率平價基礎下，預期6個月後的匯率為何?
他的解答就是和我的算法一樣
3%-1%=2%
2%/2=1%
0.35*1%=0.0035
0.35+0.0035=0.3535 即答案
謝謝
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