问题如下图:
选项:
A.
B.
C.
解释:
你好,如果把这道题改成forward curve is in backwardation的话,那么答案是否应该选择C选项,谢谢
NO.PZ2016031203000011 the roll yiel the collateryiel B is correct. Roll yielrefers to the fferenbetween the spot priof a commoty anthe prispecifieits futures contra(or the fferenbetween two futures contracts with fferent expiration tes). When futures prices are higher ththe spot price, the commoty forwarcurve is upwarsloping, anthe prices are referreto being in contango. Contango occurs when there is little or no convenienyiel roll yiel表的是期货与现货之间的价格差,就是题目中问题。所以不管是contango 还是backwartion, 这个题目都是要选择roll yiel 你好老师,题目怎么改才选a
老师 contago怎么理解 这个知识点在哪一章那一节
我理解这道题,大宗商品之前的curve是contango,意味着期货大于现货价格,那么问大宗商品期货回报更可能反映的是?请教the roll yiel题中说contango,意味着FP大于SP,那么roll yiel于0。为啥还选B?
我看了前一个提问,是不是那个totreturn里面有collateryiel,collateryielconvenienyiel烦分别下谢谢