試題詳解

29. 假設 March 1原油市價$60,而July futures 市價$59,當June 1時原油市價$64,而July futures市價$63.50,某油品業者採用避險策略於 March 1購買原油期貨契約、June1結算部位。請問整體考量,該油品業者的購買油品的有效價格(Effective price)最接近下列何項?
(A)$59.0
(B)$59.5
(C)$63.0
(D)$63.5