[考題] 100年華南貨銀考題
21.如果美國六個月的存款利率為6%,目前元兌換新台幣匯率為29,預期六個月後匯率為30,則根據未拋補利率平價理論,則六個月的本國利率為何?
(A)11.54%
(B)12.76%
(C)13.10%
(D)14.64%
Ans:(C)13.10%
詳解: 設本國六個月存款利率為i
(30-29)/29=[ i x (6/12)-6%x (6/12)] / [ 1+6% x (6/12)]
=> i = 13.1%
請問各位高手,題目已經說六個月的存款利率為多少了,為什麼在計算時還要再除以(6/12)呢? 請高手幫忙解答疑惑,感激不盡
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