NO.PZ2020012001000024
问题如下:
Consider the situation where the cost of an asset to be purchased in the future is being hedged. What is the impact of a positive basis when the hedge is closed out?
选项:
解释:
The cost of the asset is the initial futures price plus the basis. A positive basis therefore worsens the hedger’s situation.
老师,是要对冲cost of an asset to be purchased in the future吗?在未来买这个asset 是用未来时点的现货价格买还是在现在时点用期货买?
整个题干就没看明白,麻烦老师详细讲解下整道题,谢谢!