刘同学2018-05-22 15:58:45
A perfectly hedged position consisting of a derivative and its underlying asset will most likely yield a return that is: A greater than the risk-free rate. B smaller than the risk-free rate. C equal to the risk-free rate. 如果仅仅等于 risk-free rate,为何还要套利呢?
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金程教育Alfred2018-05-22 16:48:59
同学你好,其实这里指的是理论上来说,我们投资衍生品只能得到一个无风险的收益,当然这只是理论上来说
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