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tracy · 2025年05月06日

C为什么错了呢

NO.PZ2024061801000033

问题如下:

A trader is considering whether to invest in a forward or a futures contract on fixed-rate bonds as the underlying asset. Assuming interest rates rise, determine whether there is a gain or loss on the underlying asset and whether a forward or a futures contract is more desirable.

选项:

A.

There will be a gain on the underlying asset and a forward contract is more desirable.

B.

There will be a loss on the underlying asset and a forward contract is more desirable.

C.

There will be a gain on the underlying asset and a futures contract is more desirable.

D.

There will be a loss on the underlying asset and a futures contract is more desirable.

解释:

如果利率上升,那么固定利率债券资产的价值将会下降。使用期货时,资产价格下跌的损失会立即确认,并且必须以高利率融资。这使得期货多头合约比远期多头合约更不理想。换句话说,对于远期合约,资产价格下跌的损失会被延迟,这使得远期多头合约比期货多头合约更理想。

C为什么错了,不太能理解

0 个答案