NO.PZ2023091802000054
问题如下:
An analyst is examining the futures curve with respect to lean hog futures prices. The spot price is USD 0.90 per pound and the February 2015 futures contract is priced at USD 1.00 per pound. The difference between the futures and spot prices:
选项:
A.
Is most likely due to the carrying costs of lean hogs.
B.
Is most likely due to the expected increase in supply of lean hogs from today until February 2015.
C.
Must be positive during the life of the futures contract and zero at maturity.
D.
Should be constant after accounting for the time value of money.
解释:
可以解释一下为什么C是错的呢?