柚柚_柚 · 2020年08月03日
问题如下：
Under what circumstances does CAPM suggest that the futures price equals the expected future spot price?
解释：
The future price equals the expected future spot price when the return from the underlying asset is uncorrelated with the market.
请问可以解释一下题目和答案嘛 谢谢NO.PZ2020012005000030 问题如下 Unr whcircumstances es CAPM suggest ththe futures priequals the expectefuture spot price? The future priequals the expectefuture spot priwhen the return from the unrlying asset is uncorrelatewith the market. 强化课讲义section10的ρ（int,FP）与本题的解析，都是相关性，都是futures price的比较，但比较结果是反向的，觉着不是死记硬背的内容，应该怎么理解区分呢？ 另外，两部份内容是否存在关联呢，如这几个价格的关联，futures pri,forwarcontract, the expectefutrue spot price.
NO.PZ2020012005000030 问题如下 Unr whcircumstances es CAPM suggest ththe futures priequals the expectefuture spot price? The future priequals the expectefuture spot priwhen the return from the unrlying asset is uncorrelatewith the market. CAPM这个
NO.PZ2020012005000030 问题如下 Unr whcircumstances es CAPM suggest ththe futures priequals the expectefuture spot price? The future priequals the expectefuture spot priwhen the return from the unrlying asset is uncorrelatewith the market. 请详解下题目。对应讲义哪部分？谢谢老师。
