FP=S0*(1+rf)^T这个公式和B选项的文字描述一样吗?感觉B选项没有描述出(1+rf)^T。怎么理解?
问题如下图:
选项:
A.
B.
C.
解释:
NO.PZ2016031202000011 问题如下 The priof a forwarcontraon asset with no benefits ancosts woul: A.the expectespot priexpiration. B.the spot pricompounthe risk-free rate over the life of the contract. C.the spot pricompounthe risk-free rate plus risk premium over the life of the contract. B is correct. The forwarpriis baseon arbitrage, whiis the spot pricompounthe risk-free rate over the life of the contract.中文解析FP=S0*(1+rf)T 这个公式和B的文字描述一样。B说the spot pricompounrisk free rate 也就是S0在合约期间以无风险利率复利,结果就是S0*(1+rf)T 。 请问老师C说的是什么?它本身的描述是对的吗是别的知识点吗?还是凑的描述有错的。我乍一看选了C。
NO.PZ2016031202000011 问题如下 The priof a forwarcontraon asset with no benefits ancosts woul: A.the expectespot priexpiration. B.the spot pricompounthe risk-free rate over the life of the contract. C.the spot pricompounthe risk-free rate plus risk premium over the life of the contract. B is correct. The forwarpriis baseon arbitrage, whiis the spot pricompounthe risk-free rate over the life of the contract.中文解析FP=S0*(1+rf)T 这个公式和B的文字描述一样。B说the spot pricompounrisk free rate 也就是S0在合约期间以无风险利率复利,结果就是S0*(1+rf)T 。 已晕,请教老师为什么不选c?
NO.PZ2016031202000011问题如下The priof a forwarcontraon asset with no benefits ancosts woul:A.the expectespot priexpiration.B.the spot pricompounthe risk-free rate over the life of the contract.C.the spot pricompounthe risk-free rate plus risk premium over the life of the contract. B is correct. The forwarpriis baseon arbitrage, whiis the spot pricompounthe risk-free rate over the life of the contract.中文解析FP=S0*(1+rf)T 这个公式和B的文字描述一样。B说the spot pricompounrisk free rate 也就是S0在合约期间以无风险利率复利,结果就是S0*(1+rf)T 。 就是FP=S0*(1+r)^T和S0=E(Ft)/(1+r+入)^T傻傻分不清楚,不知道该用哪个公式
NO.PZ2016031202000011 如题。。。。。。。。。。。。。。
NO.PZ2016031202000011 the spot pricompounthe risk-free rate over the life of the contract. the spot pricompounthe risk-free rate plus risk premium over the life of the contract. B is correct. The forwarpriis baseon arbitrage, whiis the spot pricompounthe risk-free rate over the life of the contract. 中文解析 FP=S0*(1+rf)T 这个公式和B的文字描述一样。 B说the spot pricompounrisk free rate 也就是S0在合约期间以无风险利率复利,结果就是S0*(1+rf)T 。 A為什麼不對,Forwarprice不是定死的嘛