Sitemap
Sitemap
CFA Forums
金融 : CFA - FRM - PRM 财务( 完全免费学习 ): ACCA - CMA - CPA - AICPA 从业资格( 完全免费学习 ): 会计 - 证券 - 基金 - 银行 其 他 : 专业金融 - 公开课
2018 FRM Part I 全部课程:知识模块精讲+复习强化+模拟题讲解 2018 FRM Part II 全部课程:知识模块精讲+复习强化+模拟题讲解
 
一起学习、共同成长,FRM学习考试交流微信群欢迎加入
 
返回列表 发帖

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。

TOP

返回列表