还是2009年notes上的，关于远期交易市场的
Which of the following statements regarding equity forward contracts is least accurate?
A. Equity forwards may be settled in cash.
B. Dividends are never included in index forwards.
C. A short position in an equity forward could not hedge the risk of a purchase of that equity in the future.
答案是B，这个我理解。但是C仿佛也是一种错误的说法吧，为什么股票远期交易中short position就不能通过卖股票规避风险呢？答案的解释就一句话：A long position is used to reduce the price risk of an expected future purchase. 对于这个解释，我也看不是很懂。希望大侠不吝赐教。谢谢！ | 
发表于 2010-9-11 20:58
| 