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Pan100 · 2020年07月19日

问一道题:NO.PZ2020042003000005 [ FRM II ]

问题如下图:

选项:

A.

B.

C.

D.

解释:

请问老师,选项D描述的是什么意思?
1 个答案

袁园_品职助教 · 2020年07月22日

同学你好!

D. 如果bid-ask spread 是保持不变的,那么以offer的价格买入、bid的价格卖出所需要的买卖成本就是可以预计的。

(可以预计因为这两者的差是一个常数,即保持不变)

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