问题如下:
Assume an asset pays no dividends or interest, and also assume that the asset does not yield any non-financial benefits or incur any carrying cost. At initiation, the price of a forward contract on that asset is:
选项:
A.lower than the value of the contract.
B.equal to the value of the contract.
C.greater than the value of the contract.
解释:
C is correct.
The price of a forward contract is a contractually fixed price, established at initiation, at which the underlying will be purchased (or sold) at expiration. The value of a forward contract at initiation is zero; therefore, the forward price is greater than the value of the forward contract at initiation.
老师,您好。我理解期权的期初是有价格的(即期权费) ,而远期合约的价格是在交割日当天。期初价格也是零?