题目内容
Suppose the interest rate in the U.K. is 5% for 90 days, the current spot rate is $2.00/£, and the 90-day forward rate is $1.96/£. If the covered interest rate differential is about zero, then the interest rate in the U.S. for 90 days is:
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Hedging a position exposed to exchange-rate risk is the act of reducing or eliminating a net asset or net liability position in the foreign currency.
Speculating in a position exposed to exchange-rate risk is the act of reducing or eliminating a net asset or net liability position in the foreign currency.
An unhedged international investment has a speculative element to it, and it is called a covered international investment.
Uncovered interest arbitrage is buying a country's currency spot and selling that country's currency forward, to make a net profit from the combination of the difference in interest rates between countries and the forward premium on the country's currency.
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