過(guò)同學(xué)
2024-05-15 22:05這個(gè)知識(shí)點(diǎn)是在另類還是衍生品喔?沖刺筆記的哪里
所屬:CFA Level I > Alternative Investments 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
愛(ài)吃草莓的葡萄助教
2024-05-16 10:11
該回答已被題主采納
同學(xué)你好。題目信息:“Which of the following wheat prices is most likely indicating the wheat price are referred to as being in contango?
A. $70 of spot price, $75 of September, and $80 of December.
B. $75 of spot price, $75 of September, and $70 of December.
C. $75 of spot price, $70 of September, and $75 of December.”
問(wèn)題回復(fù):該知識(shí)點(diǎn)位于另類科目中大宗商品章節(jié)模塊里面,講的是contango(遠(yuǎn)期升水),只要知道遠(yuǎn)期升水是什么意思就能秒做本題。
遠(yuǎn)期升水講的是遠(yuǎn)期價(jià)格高于即期價(jià)格,或者通俗講,隨著時(shí)間推移價(jià)格上升,因此也只有A選項(xiàng)符合遠(yuǎn)期升水的定義。
