jianghaiyang · 2020年03月09日
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问题如下：
The risk that Tong discloses regarding the equity futures strategy is most likely:
选项：
A.basis risk.
B.currency risk.
C.counterparty risk.
解释：
A is correct. Basis risk results from using a hedging instrument that is imperfectly matched to the investment being hedged. Basis risk can arise when the underlying securities pay dividends, because the futures contract tracks only the price of the underlying index. Stock splits do not affect investment performance comparisons.
为什么分红会导致基差风险呢？
NO.PZ201809170400000208问题如下 The risk thTong scloses regarng the equity futures strategy is most likely: basis risk. currenrisk. counterparty risk. A is correct. Basis risk results from using a heing instrument this imperfectly matcheto the investment being hee Basis risk carise when the unrlying securities pvin, because the futures contratracks only the priof the unrlying inx. Stosplits not affeinvestment performance comparisons. 请问这题的知识点在讲义什么部分？
NO.PZ201809170400000208 currenrisk. counterparty risk. A is correct. Basis risk results from using a heing instrument this imperfectly matcheto the investment being hee Basis risk carise when the unrlying securities pvin, because the futures contratracks only the priof the unrlying inx. Stosplits not affeinvestment performancomparisons. 现金股利增大基差风险 因为股票市场分现金股利 期货市场不分？ 如果是股票股利或者拆分呢？ 比如一股拆两股，股票市场实际没亏损，但是股价折半了，如果short futures 还能赚一笔吗？感觉应该不行吧。谢谢老师
NO.PZ201809170400000208 currenrisk. counterparty risk. A is correct. Basis risk results from using a heing instrument this imperfectly matcheto the investment being hee Basis risk carise when the unrlying securities pvin, because the futures contratracks only the priof the unrlying inx. Stosplits not affeinvestment performancomparisons. 请问什么是basis risk
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