问题如下图：
选项：
A. 
B. 
C. 
解释：
这道题是猜的，这道题的考点是什么。
NO.PZ2018062007000006 问题如下 If the payoff of a rivative anthe payoff of its unrlying asset have lineary relationship, this rivative cnot be: A.option contra B.a futures contra C.interest-rate sw A is correct. The payoff of contingent claim hnon-linearly relationship with the unrlying performance, options are regara contingent claim. In contrast, the payoff of forwarcommitment hlinearly relationship with the unrlying performance, generally, forwar futures answcontracts are classifieforwarcommitments. B anC are incorreanswers. 中文解析衍生品收益与标的资产收益最不可能是线性关系的是option。远期承诺的收益与标的业绩呈线性关系，一般将远期、期货和互换合同归类为远期承诺。 swap标的物是r，计算价格要用现金流折现求和，这个公式显然不是线性的
你好，问一下payoff of rivative是否是指衍生品的执行价格？英语不是很好好，谢谢
