1. 某債券期貨契約報價為 116.50,請問下列四種債券何者為最便宜可交割債券 (Cheapest-to-Deliver Bond)?
(A)Quoted price = 101.50;conversion factor = 0.8510
(B)Quoted price = 114.53;conversion factor = 0.9550
(C)Quoted price = 98.62;conversion factor = 0.8250
(D)Quoted price = 96.11;conversion factor = 0.8110

答案:登入後查看
統計: A(2), B(3), C(0), D(24), E(0) #1609876

詳解 (共 2 筆)

#2786500
兩者相乘,數值最低者即是題幹所述
(共 18 字,隱藏中)
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#4552862
96.11-(116.5*0.8110)...
(共 39 字,隱藏中)
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0
0

私人筆記 (共 1 筆)

私人筆記#3453095
未解鎖
交割獲利=(price*轉換因子)-交割...
(共 69 字,隱藏中)
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0