小编导读:您还会为FRM考试感到烦恼吗?高顿网校精品题库,包含历年真题,模拟试题等题型,题题结合考试大纲贴近考试考点。坚持每天做题练习,一定可以提升备考效果,为赢取属于自己的美好明天加油吧!马上开始练习 >>
  Assume that the forward rate of a 3-month EUR|USD foreign exchange contract is 1.1615 USD per EUR. What will the spot USD per EUR exchange rate be, while EUR LIBOR is 5% and USD LIBOR is 3%?
  A.1.1569.
  B.1.1639.
  C.1.1673
  D.1.1766
  Answer: C
  解析:1.1615=Se^((3%-5%)×0.25)→S=1.1673