小編導(dǎo)讀：高頓網(wǎng)校免費(fèi)題庫，通過針對(duì)性地講解、訓(xùn)練、答疑、模考，對(duì)學(xué)習(xí)過程進(jìn)行全程跟蹤、專家權(quán)威解析與指導(dǎo)，幫助考生全面提升備考效果。　　Consider the following 3-year currency swap, which involves exchanging annual interest of 2.75% on 10 million US dollars for 3.75% on 15 million Canadian dollars. The CAD/USD spot rate is 1.52. The term structure is flat in both countries. Calculate the value of the swap in USD if interest rates in Canada are 5% and in the United States are 4%. Assume continuous compounding. Round to the nearest dollar.
　　A.$152,000
　　B.$145,693
　　C.$131,967
　　D.$127,818
　　Answer:C