CV

SET C · Core

Covered Interest Parity

Forward = Spot × (1 + r_domestic) / (1 + r_foreign).

Formula / Rule

F = S × (1 + r_d) / (1 + r_f)

Memory aid

Higher-yielding currency trades at forward discount.

⚠ Most common mistake

Using simple difference (r_d − r_f) on the spot — only works as approximation, exact form is multiplicative.

Go deeper

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