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轨迹 · 2020年09月19日

问一道题:NO.PZ2018062007000057

问题如下:

A characteristic of forward commitments is that they:

选项:

A.

provide linear payoffs.

B.

do not depend on the outcome or payoff of an underlying asset.

C.

provide one party the right to engage in future transactions on terms agreed on in advance.

解释:

A is correct because forward commitments provide linear payoffs. B is incorrect because forward commitments depend on the outcome or payoff of an underlying asset. C is incorrect because forward commitments obligate parties to make (not provide the right to engage) a final payment contingent on the performance of the underlying.

B 为什么不对?

1 个答案

丹丹_品职答疑助手 · 2020年09月19日

嗨,爱思考的PZer你好:


同学你好,b项的意思是forward 的收益与underling asset的收益无关。将来forward收益取决于其forward price ,forward的价格也是在期初就定好的,所以无影响。


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Chinazdk · 2024年02月16日

这不就说明B也是对的吗?

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