高頓題庫——全球財(cái)經(jīng)*9題庫（精題真題、全真模考系統(tǒng)、名師答疑）>>>點(diǎn)擊進(jìn)入“每日一練——免費(fèi)在線測試”
　　Exercise：
　　Consider the following 3-year currency swap, which involves exchanging annual interest of 2.75% on 10 million US dollars for 3.75% on 15 million Canadian dollars. The CAD/USD spot rate is 1.52. The term structure is flat in both countries. Calculate the value of the swap in USD if interest rates in Canada are 5% and in the United States are 4%. Assume continuous compounding. Round to the nearest dollar.
　　A.      $152,000
　　B.      $145,693
　　C.      $131,967
　　D.      $127,818
　　Answer: C
        FRM考試在線高清視頻指導(dǎo)