糖同学2021-08-30 13:52:49

老师好， 这道题中B选项提到的 Full Carry When considering two futures contracts on the same commodity with two different delivery months, a market in which the price for the contract with the later delivery equals the price of the contract with earlier delivery plus the cost of storing the underlying commodity for the remaining period of time. 通过农民对粮食价格对冲操作，比如先将高于需求的粮食储存起来，让市场保持供需平衡，并且再购买一些看跌期权， 能否实现Full carry呢？