1個回答
Irene助教
2018-02-24 16:54
該回答已被題主采納
同學(xué)你好。
本題偏derivatives。題目中要求lock in a minimum fixed rate for converting the $10 million to euro but also wants to keep the flexibility to use the future spot rate if it is favorable。也就是權(quán)利義務(wù)不對等。
所以選option。forward和futures long方short方權(quán)利義務(wù)是對等的。
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