跪求期貨實務99-Q1第52題算法 - 證照
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By David
at 2010-06-03T18:38
at 2010-06-03T18:38
Table of Contents
假設目前5 年中期公債期貨價格為119,小陳以52/64(相當於$812.50)的權利金買進一
口5 年中
期公債期貨買權,履約價格為119。若未來利率下跌使利率期貨的價格上漲至120,則小陳
可執行
買權而獲利:
(A)177.5
(B)187.5
(C)197.5
(D)167.5
因為是自修,麻煩各位大大幫我解答了!!>"<
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By Freda
at 2010-06-08T14:32
at 2010-06-08T14:32
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