国际金融计算题 整理1.doc

1()8.0750kr/$8.0580 kr/$1001.1008.0750=807.502.807.508.0580=100.2110100.2110-100=0.2110?USD1=CAD1.7814/1.78843CAD0.06/0.1031.7814+0.06/100=CAD1.7820 1.7884+0.01/100=CAD1.7894GBP1=USD1.4608/1.46683USD0.09/0.0731.4608-0.09/100=USD1.45991.4668-0.07/100=USD1.4661?GBP/USD=1.9886,8.5%,6.4%3100003?1.98868.5%6.4%312=0.0104?3GBP/USD=1.98860.0104=1.9782?5%3%2%?11061%610.11?1. 3%5%6A. 2% B.2%C.1% D.4%C2?2.20076%2%3A. 4% B.4%C.1% D.1%D1. 12%8%1=1.54351E1E0E0(12%8%)=1.5435(12%8%)=0.06174E1=1.54350.06174=1.48181=1.48183.12330033?FBP1=USD1.80003GBP=USD1.7800GBP=USD1.788075413001.7800-3001.7880=75414.129183GBP1=USD1.824531003122010182GBP1=USD1.8230100212201. 000 0001/1.8230-1/1.8245=4511000410USD1=JPY 1003USD1=JPY101.50USD1=JPY98.001000143/12=10101000/1001103/1298=10051000/1001103/12101.5=1040?2005119AB150B3A20051191=J110.25/110.4531=J105.75/105.95A2006291=J100.25/100.45A 20051193150 2005119150 150105.75=15862.5150,200629150150100.25=15037.515862.5-15037.5=825A20051191508253201256320GBP1USD1.6200GBP1USD1.6300920GBP1USD1.6325GBP1USD1.642532020920125201.63251251.62001251.56251.64251251.63001251.5625313250845002892502047502503122503GBPUSD=1.57901.58064.515000175016750-15000Bid/Offer Rate Three Month RateDenmark 6.1449/6.1515 118/250Switzerland 1.2820/1.2827 27/26UK 1.8348/1.8353 150/141/=6.1567/6.1765/=1.2793/1.2801/=1.8198/1.8212/=4.8095/4.8280/=11.2040/11.2486/153.30/40342/3938.3125%37.25%132313153.30-0.42=152.88 153.40-0.39=153.01US$1=JP152.88/153.0123153.30*8.3125%-7.25%*3/12=0.41 153.30-0.41=152.89153.40*8.3125%-7.25%*3/12=0.41 153.40-0.41=152.99US$1=JP152.89/152.992US$1=DM1.7310/203230/2401=US$1.4880/903150/1401US$/DM/US$32/DM131. 7310+0.0230=1.7540 1.7320+0.0240=1.7560US$1=DM1.7540/1.75601. 4880-0.0150=1.4730 1.4890-0.0140=1.47501=US$1.4730/1.475021. 7310*1.4880=2.5757 1.7320*1.4890=2.57891=DM2.5757/2.57891012345NCFi-2008080808080?10%P/AIRR5=20080=2.5i=25%2.689i=30%2.436IRR=25%+2.689-2.5/2.689-2.43630%-25%=28.74%IRR=28.74%10%?2012345NCFi-27000890087608620848015340?15%NCF16%22%24%0-270001.000-270001.000-270001.000-27000189000.8627671.800.8207298.000.8067173.40287600.7436508.680.6725886.720.6505694.00386200.6415525.420.5514749.620.5244516.88484800.5524680.950.4513824.480.4233587.045153400.4767301.840.3705675.800.3415230.94 4688.69 434.62 -797.74=22%+434.62/434.62-(-797.74) (24%-22%)=22.71%22.71%15%3012345NCFi-2700089008760862084801534015%NCF22%24%0-270001.00-270001.00-27000189000.82072980.8067173.4287600.6725886.720.6505694386200.5514749.620.5244516.88484800.4