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Ackerman explains to Bos that a theoretical relationship exists between forward rates and future spot rates, called the foreign exchange expectation relation. This relation suggests that: A. the forward rate is a biased predictor of the expected future spot rate, and uncovered interest rate parity would not hold. B. the forward rate is an unbiased predictor of the expected future spot rate, and uncovered interest rate parity would not hold. C. the forward rate is an unbiased predictor of the expected future spot rate, and uncovered interest rate parity would hold. |