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strengthen basis如何理解
NO.PZ2016082404000015 问题如下 Whiof the following statements is/are true with respeto basis risk? I. Basis risk arises in cross-heing strategies, but there is no basis risk when the unrlying asset anhee asset are intical. II. A short hee position benefits from unexpectestrengthening of basis. III. A long hee position benefits from unexpectestrengthening of basis. I anII I anIII II only Ill only ANSWER: C Basis risk can arise if the maturities are fferent, so answer I. is incorrect. A short hee position is long the basis, whimeans thit benefits when the basis strengthens, because this means ththe futures priops relative to the spot price, whigenerates a profit. short方是以FP卖出unrlying,当basis大于零的时候,SP大于FP,卖方必须以更低的FP卖出,不是有亏损吗?
NO.PZ2016082404000015问题如下 Whiof the following statements is/are true with respeto basis risk? I. Basis risk arises in cross-heing strategies, but there is no basis risk when the unrlying asset anhee asset are intical. II. A short hee position benefits from unexpectestrengthening of basis. III. A long hee position benefits from unexpectestrengthening of basis. I anII I anIII II only Ill only ANSWER: C Basis risk can arise if the maturities are fferent, so answer I. is incorrect. A short hee position is long the basis, whimeans thit benefits when the basis strengthens, because this means ththe futures priops relative to the spot price, whigenerates a profit. Strengthen of basis是指t时刻,现货价格大于期货价格,为什么这个情况是short futures会获益呢?可以具体下逻辑关系吗?
NO.PZ2016082404000015问题如下 Whiof the following statements is/are true with respeto basis risk? I. Basis risk arises in cross-heing strategies, but there is no basis risk when the unrlying asset anhee asset are intical. II. A short hee position benefits from unexpectestrengthening of basis. III. A long hee position benefits from unexpectestrengthening of basis. I anII I anIII II only Ill only ANSWER: C Basis risk can arise if the maturities are fferent, so answer I. is incorrect. A short hee position is long the basis, whimeans thit benefits when the basis strengthens, because this means ththe futures priops relative to the spot price, whigenerates a profit. 这里long hee是指long期货还是现货?清楚啊老师
NO.PZ2016082404000015 问题如下 Whiof the following statements is/are true with respeto basis risk? I. Basis risk arises in cross-heing strategies, but there is no basis risk when the unrlying asset anhee asset are intical. II. A short hee position benefits from unexpectestrengthening of basis. III. A long hee position benefits from unexpectestrengthening of basis. I anII I anIII II only Ill only ANSWER: C Basis risk can arise if the maturities are fferent, so answer I. is incorrect. A short hee position is long the basis, whimeans thit benefits when the basis strengthens, because this means ththe futures priops relative to the spot price, whigenerates a profit. 基差变大,有两种可能受益,一个是long现货,一个short futures,这里的short hee是特指short futures吗?
NO.PZ2016082404000015 问题如下 Whiof the following statements is/are true with respeto basis risk? I. Basis risk arises in cross-heing strategies, but there is no basis risk when the unrlying asset anhee asset are intical. II. A short hee position benefits from unexpectestrengthening of basis. III. A long hee position benefits from unexpectestrengthening of basis. I anII I anIII II only Ill only ANSWER: C Basis risk can arise if the maturities are fferent, so answer I. is incorrect. A short hee position is long the basis, whimeans thit benefits when the basis strengthens, because this means ththe futures priops relative to the spot price, whigenerates a profit. 老师您好,请问2,3要怎么理解。