单选题
An analyst does research about currency swap and gathers the following information about a dollar-euro currency swap in which both parties pay a fixed rate:
If both payments are quarterly and made on the basis of 30 days per month and 365 days per year, the final amount exchanged at the end of the swap are closest to:
A. $90 million and
70 million.
B. $91.15 million and71.10 million.
C. $91.42 million and
If both payments are quarterly and made on the basis of 30 days per month and 365 days per year, the final amount exchanged at the end of the swap are closest to:
A. $90 million and
70 million.B. $91.15 million and
71.10 million.C. $91.42 million and
【正确答案】
B
【答案解析】[解析] 最后交换时要加上每期的支付，即$90million×(1+5.1%/4)=$91.15million，另一方则是70million×(1+6.3%/4)=
70million×(1+6.3%/4)=