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FRM一级
包含FRM一级传统在线课程、通关课程及试题相关提问答疑;
专场人数:3367提问数量:62798
老师您好,这道题中,感觉B和C都说的不是太对。虽然这题答案是选了C。这题是不是有点小问题?题目解析中提到的是:The margin adjustments are made based on the settlement price, which is calculated as the average trade price over a specific closing period at the end of the trading day. The length of the closing period is set by the exchange。谢谢。
不对啊,算出来的期货价格So e*rt是0.64,题目给的Fo是“if it is 0.63“,就是说明这个期货价格算高了,实际价格偏低。Fo < So e*rt... 这时候就应该进入期货的短头寸然后借钱买入现货,等到期了再还钱。 书上的答案是:“buy spot usd and short usd forward"。 买现货卖期货,这老师肯定讲错了啊
