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标题: [讨论]2008mock里的 关于期货 结算 [打印本页]

作者: shuilan1823    时间: 2009-11-27 22:05     标题: [讨论]2008mock里的 关于期货 结算

92、A futures trader goes long one futures contract at $450. The settlement price 1 day before expiration is $500. On expiration day, the future is trading at $505. The least likely way the futures trader will lock in her profits on expiration is:



Select exactly 1 answer(s) from the following:



A. take delivery of the underlying asset and pay $500 to the short.



B. close out the futures position by selling the futures contract at $505.



C. take delivery of the underlying asset and pay the expiration settlement price to the short.



D. cash settle the futures and receive the difference between $500 and the expiration settlement price.


答案是C
请哪位大牛给解释下A和B是什么意思 为什么可行?




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