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2019 FRM Part I 全部课程:知识模块精讲+复习强化+模拟题讲解
2019 FRM Part II 全部课程:知识模块精讲+复习强化+模拟题讲解
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谁能帮我解释一下这题。完全没头绪。谢谢了

Burton Riviera, FRM does not know the forward price of a commodity and wants to derive it by establishing a synthetic commodity forward price. How would this strategy be implemented?
A) Establish a straddle on the commodity, and simultaneously purchase a short-term Treasury bond.
B) Establish a straddle on the commodity.
C) Combine a long position on the commodity forward, and a long zero-coupon bond
D) Combine a short position on the commodity forward, and a long zero-coupon bond.

答案是C,但是完全不知道思路,求解释。

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