NO.PZ2016082404000026
问题如下:
The dividend yield of an asset is 10% per annum. What is the delta of a long forward contract on the asset with six months to maturity?
选项: A. 0.95
B.
1.00
C.
1.05
D.
Cannot determine without additional information
解释:
ANSWER: A
The delta of a long forward contract is
这是哪的知识点???