miao999 · 2022年05月08日
NO.PZ2019052801000040
问题如下：
Which one of the followings is most likely the description of the backwardation?
选项：
A.When the futures price is below the current spot price.
B.When the futures price is above the current spot price.
C.When the PV of futures price is below the current spot price.
D.When the PV of futures price is above the current spot price.
解释：
A is correct.
解析：这道题考的是现货溢价的概念。现货溢价是指现货价格高于期货价格的情况。所以A选项正确。
请问expected future spot price就是用现货价格乘以无风险利率吗？
NO.PZ2019052801000040 问题如下 Whione of the followings is most likely the scription of the backwartion? A.When the futures priis below the current spot price. B.When the futures priis above the current spot price. C.When the PV of futures priis below the current spot price. When the PV of futures priis above the current spot price. A is correct.解析这道题考的是现货溢价的概念。现货溢价是指现货价格高于期货价格的情况。所以A正确。 如题
NO.PZ2019052801000040 问题如下 Whione of the followings is most likely the scription of the backwartion? A.When the futures priis below the current spot price. B.When the futures priis above the current spot price. C.When the PV of futures priis below the current spot price. When the PV of futures priis above the current spot price. A is correct.解析这道题考的是现货溢价的概念。现货溢价是指现货价格高于期货价格的情况。所以A正确。 请问这样不就可以套利了吗，然后价格就正常了？
