国际金融双语计算题英语的suppose1JPY=0.0077USDinlondon,1USD=2CHFinNewYork,and1CHF=65JPYinparis(a)Ifyoubeginbyholding10000yen,howcouldyoumakeaprofitfromtheseexchangerates?(b)Ignoringtransactioncost,findth

Question

国际金融双语 计算题 英语的
suppose 1 JPY=0.0077USD in london ,1 USD =2CHF in NewYork,and 1 CHF =65JPY in paris
(a) If you begin by holding 10000yen,how could you make a profit from these exchange rates?
(b)Ignoring transaction cost ,find the arbitrage profit per yen initially traded

Answer 1

假设在伦敦1日元=0.0077USD,1美元=2CHF在纽约,和1瑞士法郎=65JPY在巴黎
（一）如果你开始举行万日元,怎么可能你从这些汇率利润呢?
（二）忽视交易成本,每最初交易的日元套利利润