爱考云 - 搜题找答案神器_海量试题解析在线查

题目 Consider the following plain vanilla swap. Party A pays a fixed rate 8.29% per annum on a semiannual basis (180/360), and receives from Party B LIBOR+30 basis point. The current six-month [...]

题目 Which one of the following statements is incorrect regarding the margining of exchange-traded futures contracts? 选项 A.Day trades and spread transactions require lower margin levels. B.If [...]

题目 A bakery owner has decided to exit the business and sell her forward contracts. The contract calls for the delivery of 100 tons of wheat in five months at a price of $105 per ton. The current [...]

题目 The hedge ratio is the ratio of derivatives to a spot position (or vice versa that achieves an objective such as minimizing or eliminating risk. Suppose that the standard deviation of [...]

题目 With respect to the convexity adjustment applied to a Eurodollar futures contract that has a final settlement at time T, which of the following is true? 选项 A.The forward rate (per FRA) is [...]

题目 A risk analyst at a commodities trading firm is examining the supply and demand conditions for various commodities and is concerned about the volatility of the forward prices for silver in the [...]

题目 Consider a forward contract on a stock market index. Identify the false statement: Everything else being constant: 选项 A.The forward price depends directly upon the level of the stock [...]

题目 Which of the following trade（　） contain basis risk? I Long 1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Nov 07 NYMEX WTI Crude Oil contracts. II Long 1,000 lots Nov 07 [...]

题目 Pear, Inc. is a manufacturer that is heavily dependent on plastic parts shipped from Malaysia. Pear wants to hedge its exposure to plastic price shocks over the next 7.5 months. Futures [...]

题目 Consider a 6-month futures contract on the S&P 500, and suppose the current value of the index is1330. Suppose the continuously dividend yield is 1.5% annually for the stocks underlying [...]