问题描述:
金价目前500美元每盎司.远期合约缴费至700美元在一年内购买或出售黄金交割..
the price of gold is currently $500 per ounce.Forward contracts are avaiable to buy or sell gold at $700 for delivery in one year.An arbitrageur can borrow money at 10% per annum.What should the arbitrageur do?Assume that the cost of storing gold is zero
the price of gold is currently $500 per ounce.Forward contracts are avaiable to buy or sell gold at $700 for delivery in one year.An arbitrageur can borrow money at 10% per annum.What should the arbitrageur do?Assume that the cost of storing gold is zero
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