NO.PZ2023091802000023
问题如下:
On September 15th a small energy company estimated that 20000barrels of crude oil would be needed on October 20th. The company decided tohedge its price risk with a $75.00 a barrel November futures contract. OnOctober 20, the company bought crude oil at a spot price of $79.50 per barrelwhen the futures price is USD 77.50 per barrel. What is the actual price perbarrel including hedging?
选项:
A.
USD 77.00
B.
USD 77.50
C.
USD 79.50
D.
USD 82.00
11月份对冲,结束后roll一轮以77.5价格继续。总对冲价格成本就小于77.5?