Roseline · 2020年03月16日

问一道题：NO.PZ2020021002000046 [ FRM I ]

1. FRM I
2. Foundations Of Risk Management

问题如下：

MGRM was exposed to a shift in the price curve from backwardation to contango, which meant that the program generated huge margin calls that became a severe and unexpected cash drain.

选项：

A.

True

B.

False

解释：

False, because the curve moved from backwardation to contango.

老师好，按照讲义(黄色部分），这道题应该是选True吧？