NO.PZ2020012005000029
问题如下:
How can a long position in an asset at a future time be created synthetically?
解释:
An investor can borrow the present value of the futures price from the bank and take a long position in the corresponding futures contract on one unit of the asset.
要想构建一个未来买入资产的头寸就是long futures,那么就要在期初向银行借入FP的钱?那为啥期初要借过来呢?期末直接按照约定价格FP买过来不就行了吗?