[CFA level 1模拟真题]Version 4 Questions－Q46 medium, border, assets, directly, face

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Q46. Do options and futures, respectively, most directly reveal the prices or the volatility of their underlying assets?

	Options	Futures
A	Prices	Prices
B	Prices	Volatility
C	Volatility	Prices
D	Volatility	Volatility

xxjj564

 a

suhulijing

thanks

linmar

3x

juniesunie

00

merlinna

 c

johnheman

B

 

C是錯的"The volatility of the underlying asset is critical to the value of an option. Options reveal more about volatility than about spot prices. Futures, forwards, and swaps are more directly related to price discovery.

"

 

为什么呢?

[此贴子已经被作者于2009-3-12 15:04:56编辑过]

elea0930

c

nameRula

thx

junjun2328

thank you