胡同学2021-05-06 20:36:02

老师，请问下面的这个题目要怎么理解比较好？答案是选择A 35. The 6-month forward price of commodity X is USD 1,000. Six-month, risk-free, zero-coupon bonds with face value USD 1,000 trade in the fixed-income market. When taken in the correct amounts, which of the following strategies creates a synthetic long position in commodity X for a period of 6 months? A. Buy the forward contract and buy the zero-coupon bond. B. Buy the forward contract and short the zero-coupon bond. C. Short the forward contract and buy the zero-coupon bond. D. Short the forward contract and short the zero-coupon bond.