Pembahasan Soal Ujian Profesi Aktuaris
SOAL
Diketahui spot rate tiga mata uang sebagai berikut. (CNY: Chinese Yuan, HKD: Hongkong Dollar, ZAR: South African Rand, SEK: Swedish Krona)
| RASIO | SPOT RATE |
| CNY/HKD | 0,8422 |
| CNY/ZAR | 0,9194 |
| CNY/SEK | 1,0218 |
Berapakah nilai spot ZAR/HKD cross-rate?
- 0,9205
- 1,0864
- 1,2978
- 0,7261
- 1,3537
| Step 1 | \(\frac{{ZAR}}{{HKD}}Cross\) \(Rate = \frac{{HKD}}{{ZAR}} = \frac{{\frac{{CNY}}{{HKD}}}}{{\frac{{CNY}}{{ZAR}}}}\) |
| Step 2 | \(\frac{{\frac{{CNY}}{{HKD}}}}{{\frac{{CNY}}{{ZAR}}}} = \frac{{0,8422}}{{0,9149}} = 0,9205\) |
| Jawaban | a. 0,9205 |