以下是引用showbu在2011-6-6 14:13:00的发言：
关于讨论过的题目：
为什么commodity那道选high volatility和low correlation
positive roll yield那个，A future price < spot price还是C future price< expected future spot price
This one i choose C. Future price < Expected Future Spot price. Not sure whether it is correct or not. Only remember Backward will earn positive roll yield
| 
发表于 2011-6-6 14:35
|