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77 · 2019年06月29日

问一道题:NO.PZ2016010802000211 [ CFA I ]

英语不好 怎么看出来的是远期贴水?

问题如下图:

选项:

A.

B.

C.

解释:

1 个答案

答疑助手丽丽 · 2019年06月29日

题中有写到的

trading at forward discount意思是远期贴水

如果是forward premium则为远期升水

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