Given US interest rates at 00% and Japanese interest rates at 00% for the same period, where would the Interest Rate Parity Theo

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问题 Given US interest rates at 00% and Japanese interest rates at 00% for the same period, where would the Interest Rate Parity Theory expect the USD/JPY exchange rate most likely to trend toward given a current spot exchange rate of 100? ______.

选项 A、135.00
B、134.00
C、132
D、It cannot be determined

答案C

解析 答案为C项。根.据利率平价说,一种货币对另一种货币的升值(贬值)必将被利率差异的变动所抵销。如果美同利率高于日本利率,那么美元将对口元贬值,贬值幅度据防止无风险套汇而定。未来汇率会存当日规定的远期汇率中被反映。故本题选C项。
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