2023-07-25 20:29发布
两者利差:5.5%-2.7%=2.8%,利率低的货币英镑升水6.55美分,合升水率:0.0655*100%/2.0174=3.25%,升水率大于利差。即低利率货
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1/2.0174*(1+2.7%)*(2.0174+0.0655)-1*(1+5.5%)=0.00534416美元
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