怎么理解现货的到期日，是指我想买入的时点？

问题如下：

Which of the following statements about basis risk is correct?

Statement 1: Basis risk increases when futures contracts are rolled over, or delivery date is before maturity date.

Statement 2: A portfolio manager decides to hedge against a two-year T-bond with the purchase of Treasury bill futures，he may be exposed to basis risk.

选项：

A.

Statement 1 only.

B.

Statement 2 only.

C.

Both statement 1 and statement 2 are correct.

D.

Neither statement 1 nor statement 2 is correct.

解释：

C is correct.

考点：Basis risk.

解析：

当期货合约的到期日和现货的到期日不相同时，会增加基差风险。statement 1正确。

用短期国债期货去对冲2年期国债也会导致基差风险，因为当利率变化时，二者的价格变化可能会不同步。statement 2 正确。