李同学2019-04-08 18:54:55

19.单选题 已收藏 标记 纠错 Which of the following statements best describes changes in the value of a long forward position during its life? A As interest rates go down, the value of the position goes up. B As the price of the underlying goes up, the value of the position goes up. C As the time to maturity goes down, the value of the position goes up. 查看解析 上一题 下一题 正确答案B 您的答案A本题平均正确率：76% Forward pricing and valuation难度：一般 推荐：      答案解析 Given the formula for the value of a forward contract . It follows that the value of the contract goes up as the price of the underlying goes up. 问：变化因素不只一个吧，A为什么错啊？