开发者:上海品职教育科技有限公司 隐私政策详情

应用版本:4.2.11(IOS)|3.2.5(安卓)APP下载

比如世界 · 2020年02月23日

问一道题:NO.PZ2020012005000045 [ FRM I ]

问题如下:

Which statement regarding the differences between commodities and financial assets is incorrect?

选项:

A.

Commodities have substantial storage costs while financial assets' storage costs are negligible.

B.

Commodities can be costly to transport while finacial assets are ussually transported electronically at virtually no cost.

C.

Financial assets provide expected financial return reflecting their risk while prices of most commodities are mean reverting.

D.

Financial assets can be borrowed for shorting while commodities do not have this property.

解释:

A commodity held for investment purposes (e.g., gold or silver) can be borrowed for shorting. However, the borrower must pay what is called a lease rate.

Statement in D is incorrect.

老师,你好。答案可以选出是d,但选项c讲的不是很理解。麻烦帮忙解析一下,谢谢

1 个答案

orange品职答疑助手 · 2020年02月24日

同学你好,C意思就是说,金融资产的收益率能够反映它的风险,风险越高收益率越高;而大部分大宗商品的价格是具有均值回归特点的