NO.PZ2018062007000026
问题如下:
The forward price of an asset without any costs and benefits is:
选项:
A.
higher than the future value of the spot price
B.
lower than the future value of the spot price
C.
the same as the future value of the spot price
解释:
C is correct.
When there is no costs and benefits with an asset, the FP= S0*(1+ Rf)^ T, so forward price is equal to the future value of the spot price.
中文解析:
当一项资产没有成本和收益时,由于FP= S0*(1+ Rf)^ T,则远期价格等于现货价格的未来价值。
S0乘以一个大于0的数不应该更大吗