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mosquito三颗猫 · 2022年07月08日

请问这题的知识点在讲义什么部分？

  1. CFA III
  2. Equity

* 问题详情，请 查看题干

NO.PZ201809170400000208

问题如下：

The risk that Tong discloses regarding the equity futures strategy is most likely:

选项：

A.

basis risk.

B.

currency risk.

C.

counterparty risk.

解释：

A is correct. Basis risk results from using a hedging instrument that is imperfectly matched to the investment being hedged. Basis risk can arise when the underlying securities pay dividends, because the futures contract tracks only the price of the underlying index. Stock splits do not affect investment performance comparisons.

请问这题的知识点在讲义什么部分？

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1 个答案

笛子_品职助教 · 2022年07月10日

嗨，努力学习的PZer你好：


同学好，这题的知识点是derivative - based approach章节中，future的优缺点。在基础讲义70页



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