NO.PZ2024021803000053
问题如下:
Given a forward contract with a spot price at inception of $275, a forward price of $285, and 2,000 shares, what is the value to the seller if the spot price at expiration is $282?
选项:
A.–$6,000.00
B.$6,000.00
C.$14,000.00
解释:
The value to the seller of the forward contract at expiration is the difference between the forward price and the spot price, multiplied by the number of shares. Since the spot price is below the forward price, the seller profits. The calculation is (285 - 282) * 2000 = $6,000.00. 题目中求的是seller 的到期收益,也就是short方的收益: (285 - 282) * 2000 = $6,000.00。算seller的收益可不可以算买方的损益
buyer的损益:7*2000—285为什么不对