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CFA问答
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Because the hedge ratio is assumed to equal 1, the changes in futures and spot prices will be equal during the life of the futures contract, and so the hedge will be fully effective. 老师,答案里这句话怎么理解?
老师你好,我可以这样理解吗?如果我预判市场是稳定的 那么我投资项目就可以承担多一些风险,反之市场环境恶化,我就少承担一些风险。因而这是market stability与risk tolerance的联系。
精品问答
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