胡同學
2021-05-06 20:36老師，請問下面的這個題目要怎么理解比較好？答案是選擇A 35. The 6-month forward price of commodity X is USD 1,000. Six-month, risk-free, zero-coupon bonds with face value USD 1,000 trade in the fixed-income market. When taken in the correct amounts, which of the following strategies creates a synthetic long position in commodity X for a period of 6 months? A. Buy the forward contract and buy the zero-coupon bond. B. Buy the forward contract and short the zero-coupon bond. C. Short the forward contract and buy the zero-coupon bond. D. Short the forward contract and short the zero-coupon bond.
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
2021-05-07 11:52
該回答已被題主采納
這題其實很簡單，
想要合成ST，怎么做？
ST=ST-K+K
其中：ST-K就是long forward得到的收益。
K就是long bond得到的收益。
不用看答案解析，說的太復雜了
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追問
看老師的講解就很清晰了，答案解析太復雜了，謝謝～
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追答
客氣啦
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