国际金融计算题整理.doc

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'国际金融计算题整理.doc'
??????? ?°???×?????×????1?? ?????×??(?±???×??)????????±¨?¤?ó????????????8.0750kr/$???×??????±¨??8.0580 kr/$???????????×??±???100?ò???????×?????ó???à??????°???1.??????????100?ò??????8.0750=807.50?ò?¤?ó????2.?×????????807.50??8.0580=100.2110?ò?????×???á????100.2110-100=0.2110?ò???????????°??? ????????±¨??·¨? ????????????????????????±ê?????????ù??? ???ù?????????ú??±???????°?·?????±í??????? ????????±¨±ê×????????ù????×?·¨???????à?×?à??????????????????????????????????????????????????USD1=CAD1.7814/1.7884??3????????????????CAD0.06/0.10???ò3????????????·?±???1.7814+0.06/100=CAD1.7820?? 1.7884+0.01/100=CAD1.7894???????????×??????????????????????????????????????GBP1=USD1.4608/1.4668??3??????????°÷?ù??USD0.09/0.07???ò3??????????????1.4608-0.09/100=USD1.4599??1.4668-0.07/100=USD1.4661???ê???ù???????????????????????????ú???????????¨??????????±??????ù???¨?à????????????????????????±??????????¨?à?????????ù???????ê???ù???????????ú????????????? ?×??????????????????????GBP/USD=1.9886,??°÷???ê??????8.5%,???????ê??????6.4%???????§???????ú????3??????????°÷10000???ò???????????ò3????????????????????????? 1.9886???¨8.5%??6.4%????3??12=0.0104????? ?×???????????????§?ò??3??????????????????????GBP/USD=1.9886??0.0104=1.9782? ?ú????????·?±???5%??3%???ò±?±??ù???????????????????ê????????2%??? ×???????????????????1?ê?????????????ò?è???ù???ê???ù???????????à???????????ù??·ù?????????????????????????????????????è?ù????????10???ò6????????????????1%??????6????????????????10.1??????1?????????1. ???è???ú???·?????ê????·?±???3%??5%???ò6???????????????¨??????A. ????2% B.?ù??2%C.????1% D.?ù??4%??°???C??????2?????????2. ?¨2007?ê?????????è???ú????????6%??????±?????????2%???ò3????????????????????±??¨??????A. ????4% B.?ù??4%C.????1% D.?ù??1%??°???D??????1. ?è?×?????????ê??????12%?????????????ê??????8%?????×??????????????????????1??°÷=1.5435???????ó1?ê???×??????????°÷???????????????????????èE1??E0·?±????????????????????????ò?ù???????????í?????????ê???í?????????ì????E0??(12%??8%)=1.5435??(12%??8%)=0.06174?????×???????????????ù????°÷?????????????ù??????????E1=1.5435??0.06174=1.4818??1??°÷=1.4818????3. ?????????????×??±????¨1???×??±??????¨2???????ú??????????????±??ó?????×?????????¨3?????ó?§??300?ò????????±???3?????ó????????°÷????????????????????????????±??????????????????????¨??·??????????à?·?????????ò??3??????????????? ???????????×?????±??????????FBP1=USD1.8000??3?????ó????????????GBP=USD1.7800??????????GBP=USD1.7880?????????????????????????ò?????¨???×??±?????????7541??°÷??????300?ò??1.7800-300?ò??1.7880=7541??°÷??4.???ú?¨1?????ú???¨2??9??18???????×?????????×????????3????????????????????GBP1=USD1.8245???????ú???????????????ó3?????????????????????????????????????????¨?ò??100?ò3????????????????????????12??20????????????????????????10??18????2????????????????????GBP1=USD1.8230???ò????100?ò2????????????????????????12??20??????????????1. 000 000???¨1/1.8230-1/1.8245??=451。省略部分。???3?????¨??????????????8.3125%??????3?????¨??????????????7.25%????·?±???????????????????????????????±??????????¨1???????×?????????ò3?????????????????????±???à?????¨2?????????????????í???????????????ò3??????????????????????°????¨1???ù???°?°???ó?ó?ù???????°?ó?ó???ù?????±?????í??3????????????????????????153.30-0.42=152.88 153.40-0.39=153.01??????????????????US$1=JP?¤152.88/153.01?¨2???ù?????????????í???????????????ò3????????????????????????153.30*?¨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=152.99??????????????????US$1=JP?¤152.89/152.992???è????US$1=DM1.7310/20??3????230/240???????ê1=US$1.4880/90??3????150/140???¨1??US$/DM???ê/US$??3????????????·?±????à?????¨2?????×???????ê/DM?????????¨1???ù???°?°???ó?ó?ù???????°?ó?ó???ù?????±?????í??3????????????????????????1. 7310+0.0230=1.7540 1.7320+0.0240=1.7560?????????ú?í??????????US$1=DM1.7540/1.75601. 4880-0.0150=1.4730 1.4890-0.0140=1.4750??°÷???????????????ê1=US$1.4730/1.4750?¨2????±ê×???±????à???±????????±??à??·¨????????????1. 7310*1.4880=2.5757 1.7320*1.4890=2.5789??????°÷???í???????????ê1=DM2.5757/2.5789???????°??1?? ????×????????????÷??±í??±í?ù????0 1 2 3 4 5NCFi -200 80 80 80 80 80? ????????????×?????±???10%??????????±¨?ê??·¨????????????×???????????????·?·¨???¨P/A??IRR??5??=200??80=2.5?±i=25%?±???ê??????????2.689?±i=30%?±???ê??????????2.436?ù????IRR=25%+???¨2.689-2.5??/?¨2.689-2.436???????¨30%-25%??=28.74%?¨????????????IRR=28.74%??10%??????×???????????? 2??????×????????????÷??±í??±í?ù????0 1 2 3 4 5NCFi -27000 8900 8760 8620 8480 15340? ????????????×?????±???15%??????????±¨?ê??·¨????????????×???????????????·?·¨???ê?? ???êNCF ?????¨16%?? ?????¨22%?? ?????¨24%?????????????? ???? ???????????? ???? ???????????? ????0 -27000 1.000 -27000 1.000 -27000 1.000 -270001 8900 0.862 7671.80 0.820 7298.00 0.806 7173.402 8760 0.743 6508.68 0.672 5886.72 0.650 5694.003 8620 0.641 5525.42 0.551 4749.62 0.524 4516.884 8480 0.552 4680.95 0.451 3824.48 0.423 3587.045 15340 0.476 7301.84 0.370 5675.80 0.341 5230.94?????? 4688.69 434.62 -797.74????????????????????·?????????????·?±????????????????????ù???????ù????????????±¨?ê??=22%+{434.62/??434.62-(-797.74)??} ??(24%-22%)=22.71%????22.71%??15%???ù??????×?????????3??????×????????????÷??±í??±í?ù????0 1 2 3 4 5NCFi -27000 8900 8760 8620 8480 15340????????????×?????±???15%??????????±¨?ê??·¨????????????×???????????????×????????ê?????????÷???ù???à?????ù???????????????ó·¨??????????±¨?ê?????ê?? ???êNCF ????22% ????24%???????????? ???? ???????????? ????0 -27000 1.00 -27000 1.00 -270001 8900 0.820 7298 0.806 7173.42 8760 0.672 5886.72 0.650 56943 8620 0.551 4749.62 0.524 4516.884 8480 0.451 3824.48 0.423 3587.045 15340 0.370 5675.8 0.341 5230.94?????? 434.62 -797.74IRR=22%+{434.62/??434.62-?¨-797.74??}??(24%-22%)=22.71%????22.71%??15%???ù??????×??????????????????°?? ???é??
关 键 词:
国际 计算 金融 整理
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