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Hazel · 2024年03月27日

请问为什么C错呢?

NO.PZ2023091802000054

问题如下:

An analyst is examining the futures curve with respect to lean hog futures prices. The spot price is USD 0.90 per pound and the February 2015 futures contract is priced at USD 1.00 per pound. The difference between the futures and spot prices:

选项:

A.

Is most likely due to the carrying costs of lean hogs.

B.

Is most likely due to the expected increase in supply of lean hogs from today until February 2015.

C.

Must be positive during the life of the futures contract and zero at maturity.

D.

Should be constant after accounting for the time value of money.

解释:

可以解释一下为什么C是错的呢?

1 个答案

pzqa27 · 2024年03月28日

嗨,爱思考的PZer你好:


futures的价格不一定比spot高,所以并不是必须为positive。

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