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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发表于 2009-11-29 23:47
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