NO.PZ2016031202000001
问题如下：
Which of the following statements about derivatives is correct?
选项：
A.
High own capital is required at initiation of a derivative contract.
B.
Adding derivatives to a portfolio will increase risk.
C.
The value of a derivative is relative to the underlying asset and interest rate.
解释：
C is correct. Derivatives can be used to manage risk. In addition, derivatives have a high degree of leverage, traders need to invest a small amount of capital at initiation.
中文解析：
A错，与直接持有资产相比，使用衍生品进行交易时只需要少量保证金，对资金的需求较低；
B错，衍生品作为对冲工具时，是可以降低组合风险的
C对，衍生品的价值与标的资产和利率有关。
c选项为啥与利率风险挂钩？讲义上只说了和标的资产吧
