張同學(xué)
2018-10-06 13:50老師，圖片中的公式不是說利率上升，期貨價格上升嗎 但是下面這個題目的答案是利率上升使得期貨價格下降 A German housing corporation needs to hedge against rising interest rates. It has chosen to use futures on 10-year German government bonds. Which position in the futures should the corporation take, and why? A、Take a long position in the futures because rising interest rates lead to rising futures prices. B、Take a short position in the futures because rising interest rates lead to rising futures prices. C、Take a short position in the futures because rising interest rates lead to declining futures prices. D、Take a long position in the futures because rising interest rates lead to declining futures prices. 答案：C 解析： Government bond futures decline in value when interest rates rise, so the housing corporation should short futures to hedge against rising interest rates.
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
金程教育吳老師助教
2018-10-08 15:08
該回答已被題主采納
學(xué)員你好。長期國債期貨是利率期貨，標(biāo)的是虛擬國債，利率上升，債券價值下將，期貨價格下降。
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