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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;
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选项4和7,本身是矛盾的,为什么还选在一起?如果按照解答中所说,收获时,库存重设了,那么丰收到来前,库存很低,预计收获时库存会大量增加,价格应该是收获前高,收获后低,backwardation,4应该是不正确的
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.
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