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Basic Question 14 of 27

True or False?

I. Covered interest differentials tend to disappear through covered interest arbitrage.
II. If the covered interest differential between two money markets is nonzero, there is an arbitrage incentive to move money from one market to the other.

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I just wanted to share the good news that I passed CFA Level I!!! Thank you for your help - I think the online question bank helped cut the clutter and made a positive difference.
Edward Liu

Edward Liu

Learning Outcome Statements

explain international parity relations (covered and uncovered interest rate parity, forward rate parity, purchasing power parity, and the international Fisher effect);

describe relations among the international parity conditions;

evaluate the use of the current spot rate, the forward rate, purchasing power parity, and uncovered interest parity to forecast future spot exchange rates;

explain approaches to assessing the long-run fair value of an exchange rate;

CFA® 2025 Level II Curriculum, Volume 1, Module 8.