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中二 · 2019年04月21日

问一道题:NO.PZ2016082404000015 [ FRM I ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

选项I中的cross hedge是什么方式?
1 个答案

orange品职答疑助手 · 2019年04月21日

同学你好,现实操作中,往往很难找到完全与标的产品的种类、到期期限完全匹配的期货品种进行对冲。当存在一些不匹配时的对冲时,就叫交叉对冲。

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