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One common source of basis risk shared by commodity futures and financial futures is: | B)
| nothing, because they share no common sources of basis risk. |
| C)
| the difference in the timing of the transaction and the maturity of the contract. |
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All futures contracts can have basis risk because of differences in the timing of the transaction being hedged and the maturity of the contract. Transportation costs are a factor with commodity futures but not with financial futures. |
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发表于 2012-4-2 13:09
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