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Pavel Korchagin · 2023年08月16日

B选项是什么意思？

  1. CFA I
  2. Derivative

NO.PZ2023040401000013

问题如下：

Which of the following statements regarding the settlement of forward contracts is correct?

选项：

A.

Contract settlement by cash has different economic effects from those of a settlement by delivery.

B.

Non-deliverable forwards and contracts for differences have distinct settlement procedures.

C.

At cash settlement, when the long party acquires the asset in the market, it effectively pays the forward price.

解释：

C is correct. In the case of cash settlement, the long can acquire the asset, effectively paying the forward price, F0(T).

A is incorrect because forward contracts settled by cash or by delivery have the same economic effect.

B is incorrect because both non-deliverable forwards and contracts for differences can settle by an exchange of cash.

rt

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1 个答案

Lucky_品职助教 · 2023年08月16日

嗨，努力学习的PZer你好：


"At cash settlement, when the long party acquires the asset in the market, it effectively pays the forward price."

解释：在现金结算的情况下，当长方在市场上获得资产时，它实际上支付了远期价格（forward price），即 F0(T)。

A 是不正确的，因为通过现金或交割结算的远期合约具有相同的经济效应。

B 也是不正确的，因为非交割远期合约（non-deliverable forwards）和差价合约（contracts for differences）都可以通过交换现金来结算。

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虽然现在很辛苦，但努力过的感觉真的很好，加油！

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