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题目 Whichof the follow statement is a characteristicof defined benefit plan? 选项 A.Very little risk for employers. B.The funds are identified with individual employees. C.If the performance of [...]

题目 Which one of the following statements is incorrect regarding the margining of exchange-traded futures contracts? 选项 A.Day trades and spread transactions require lower margin levels. B.If [...]

题目 The hedge ratio is the ratio of derivatives to a spot position (or vice versa that achieves an objective such as minimizing or eliminating risk. Suppose that the standard deviation of [...]

题目 With respect to the convexity adjustment applied to a Eurodollar futures contract that has a final settlement at time T, which of the following is true? 选项 A.The forward rate (per FRA) is [...]

题目 Consider a forward contract on a stock market index. Identify the false statement: Everything else being constant: 选项 A.The forward price depends directly upon the level of the stock [...]

题目 Pear, Inc. is a manufacturer that is heavily dependent on plastic parts shipped from Malaysia. Pear wants to hedge its exposure to plastic price shocks over the next 7.5 months. Futures [...]

题目 Alan bought a futures contract on a commodity on the New York Commodity Exchange on June 1. The futures price was USD 500 per unit and the contract size was 100 units per contract. Alan set up [...]

题目 A portfolio manager manages a $10 million portfolio that has a beta of 1.0 relative to the S&P 500. The S&P 500 futures are trading at 1,100 and the multiplier is 250. He would like to [...]

题目 Which of the following is TRUE about a forward rate agreement (FRA)? 选项 A.It is an exchange-traded instrument B.It can be cash or physically settled C.A borrower who intends to borrow cash [...]

题目 Which of the following types of orders may never be executed? 选项 A.Limit orders B.Market-if-touched (MIT) orders C.Stop-limit orders D.All of the above 答案 D 解析 All of these orders [...]