13****38
2022-01-11 22:58這道題不是需要對(duì)沖利率上升的風(fēng)險(xiǎn)嗎，為啥是做short？ A German housing corporation needs to hedge against rising interest fatès. It has chosen to use futures on 10-year German government bonds. Which position in the futures should the corporation take, and why? Take a long position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to rising futures prices. Take a short position in the futures because rising interest rates lead to declining futures prices. Take a long position in the futures because rising interest rates lead to declining futures prices.
所屬：FRM Part I > Financial Markets and Products 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個(gè)回答
Adam助教
2022-01-12 11:49
該回答已被題主采納
同學(xué)你好，是的呀。
主要是因?yàn)槟氵x擇的是：債券期貨。
利率上升，債券價(jià)格下跌，從而債券期貨價(jià)格下跌。如果你是債券期貨空頭的話，期貨價(jià)格下跌，盈利。
用期貨上的盈利去彌補(bǔ)現(xiàn)貨損失，這就是對(duì)沖
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