Current location - Trademark Inquiry Complete Network - Futures platform - Traders believe that the forward exchange rate of the US dollar against RMB is undervalued and the forward exchange rate of the Euro against RMB is overvalued. The appropriate arbitrage strategy is ()
Traders believe that the forward exchange rate of the US dollar against RMB is undervalued and the forward exchange rate of the Euro against RMB is overvalued. The appropriate arbitrage strategy is ()
Traders believe that the forward exchange rate of the US dollar against RMB is undervalued and the forward exchange rate of the Euro against RMB is overvalued. The appropriate arbitrage strategy is (). Answer: b

Traders believe that the price of USD/RMB futures contracts is undervalued and EUR/RMB futures contracts are overvalued, so traders should buy undervalued USD/RMB futures contracts and sell overvalued EUR/RMB futures contracts until the futures contracts are reasonable.