遠期的價格與價值知識點是不是掌握了?在備考CFA一級考試中在mock題中也考這個知識了,今天跟著小編一起看看CFA一級中這個知識點在考試題中是怎么考察的,如果你在備考CFA一級考試也來做一做這個考試題吧!

The price of a forward contract:

A. is the amount paid at initiation.

B. is the amount paid at expiration.

C. fluctuates over the term of the contract.

解析:選B。價格不變、價值變。這里的價格是期初商定、期末付款的。

The value of a long position in a forward at expiration is:

A. forward price agreed in the contract minus spot price of the underlying.

B. spot price of the underlying minus forward price agreed in the contract.

C. value of the forward at initiation minus spot price of the underlying.

解析:選B。對于遠期的多頭頭寸,應(yīng)該是當(dāng)前價格(即期價格)減去標的價格(合同里的價格),也就是新價減舊價。A項反了過來,是空頭頭寸。C項,期初的價值為0,并不參與計算。

The price of a forward contract most likely:

A. decreases as the price of the underlying goes up.

B. is constant and set as part of the contract specifications.

C. increases as market risk increases.

解析:選B。價格不變、價值變。

這就是CFA考試相關(guān)的考試題,考生在學(xué)習(xí)知識的過程中是要練習(xí)的,考生是不是掌握了這些知識呢?如果需要相關(guān)的知識或者是考試題可以在線咨詢CFA老師或者添加老師微信。