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- 2018-1-9
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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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发表于 2018-9-29 06:29
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