01.单选题 收藏 标记 纠错
A long position in a FRA 2 ? 5 is equivalent to the following positions in the spot market:
A
Borrowing in two months to finance a five-month investment.
B
Borrowing in five months to finance a two-month investment.
C
Borrowing half a loan amount at two months and the remainder at five months.
D
Borrowing in two months to finance a three-month investment.
老师好，我怎么觉得这道题说的是fra的多头等于spot的什么头寸。这样的话应该是长期投资的多头+短期资产的空头才对，答案应该是a。老师讲解的意思是fra多头是为了对冲未来借款，也就是未来资产空头/负债多头的成本上升，这和题目问的不是一回事，才会导致答案正好相反。
