劉同學(xué)
2018-05-22 15:58A perfectly hedged position consisting of a derivative and its underlying asset will most likely yield a return that is: A greater than the risk-free rate. B smaller than the risk-free rate. C equal to the risk-free rate. 如果僅僅等于 risk-free rate,為何還要套利呢?
所屬:CFA Level I 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
金程教育Alfred助教
2018-05-22 16:48
該回答已被題主采納
同學(xué)你好,其實(shí)這里指的是理論上來(lái)說(shuō),我們投資衍生品只能得到一個(gè)無(wú)風(fēng)險(xiǎn)的收益,當(dāng)然這只是理論上來(lái)說(shuō)
