桑同學(xué)
2019-08-10 21:34A risk analyst observes that an emerging market stock index has hit a new all-time high with a value of 10,000, measured in the emerging market’s currency. The analyst suggests buying futures on the index as a hedge on the firm’s short exposure to this market. 這個對沖策略是不是說已經(jīng)有一個short頭寸，擔(dān)心價格上升，就要long一個期貨？
所屬：FRM Part I 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
Adam助教
2019-08-12 10:11
該回答已被題主采納
同學(xué)你好，是的
short頭寸：以固定價格賣、
而市場正上升，short頭寸虧損
因此為對沖這個風(fēng)險，long期貨
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