创建自己的小题库
搜索
【单选题】
The buyer of a futures contract is said to have a __________ position, and the seller of a futures contract is said to have a __________ position in futures.
A.
long; short
B.
long; long
C.
short; short
D.
short; long
E.
margined; long
手机使用
分享
复制链接
新浪微博
分享QQ
微信扫一扫
反馈
收藏
举报参考答案：
举一反三
【单选题】A trader who has a __________ position in wheat futures believes the price of wheat will __________ in the future.
A.
long; increase
B.
long; decrease
C.
short; increase
D.
long; stay the same
E.
short; stay the same
【单选题】You purchased one corn future contract at \$2.29 per bushel. What would be your profit (loss) at maturity if the corn spot price at that time were $2.10 per bushel? Assume the contract size is 5,000 b...
A.
$950 profit
B.
$95 profit
C.
$950 loss
D.
$95 loss
E.
None of the options are correct.
【单选题】If you determine that the S&P 500 Index futures is overpriced relative to the spot S&P 500 Index, you could make an arbitrage profit by ________
A.
buying all the stocks in the S&P 500 and selling put options on the S&P 500 Index.
B.
selling short all the stocks in the S&P 500 and buying S&P Index futures.
C.
selling all the stocks in the S&P 500 and buying call options on the S&P 500 Index.
D.
selling S&P 500 Index futures and buying all the stocks in the S&P 500.
E.
None of the options are correct.
【单选题】Delivery of stock index futures ________
A.
is never made.
B.
is made by a cash settlement based on the index value.
C.
requires delivery of 1 share of each stock in the index.
D.
is made by delivering 100 shares of each stock in the index.
E.
is made by delivering a value-weighted basket of stocks.
【单选题】The duration of a bond is a function of the bond's ________
A.
coupon rate.
B.
yield to maturity.
C.
time to maturity.
D.
All of the options are correct.
E.
None of the options are correct.
【单选题】Which of the following items is not specified in a futures contract?I) The contract sizeII) The maximum acceptable price range during the life of the contractIII) The acceptable grade of the commodity...
A.
II and IV
B.
I, III, and V
C.
I and V
D.
I, IV, and V
E.
I, II, III, IV, and V
【单选题】You purchased one silver future contract at \$3 per ounce. What would be your profit (loss) at maturity if the silver spot price at that time is $4.10 per ounce? Assume the contract size is 5,000 ounc...
A.
$5.50 profit
B.
$5,500 profit
C.
$5.50 loss
D.
$5,500 loss
【单选题】If you purchased one S&P 500 Index futures contract at a price of 1,550 and closed your position when the index futures was 1,547, you incurred________
A.
a loss of $1,500.
B.
a gain of $1,500.
C.
a loss of $750.
D.
a gain of $750.
E.
None of the options are correct.
【单选题】Suppose that the risk-free rates in the United States and in the United Kingdom are 5% and 4%, respectively. The spot exchange rate between the dollar and the pound is $1.80/BP. What should the future...
A.
$1.62/BP
B.
$1.72/BP
C.
$1.82/BP
D.
$1.92/BP
【单选题】If a stock index futures contract is overpriced, you would exploit this situation by________
A.
selling both the stock index futures and the stocks in the index.
B.
selling the stock index futures and simultaneously buying the stocks in the index.
C.
buying both the stock index futures and the stocks in the index.
D.
buying the stock index futures and selling the stocks in the index.
E.
None of the options are correct.
相关题目：
【单选题】A trader who has a __________ position in wheat futures believes the price of wheat will __________ in the future.
A.
long; increase
B.
long; decrease
C.
short; increase
D.
long; stay the same
E.
short; stay the same
【单选题】You purchased one corn future contract at \$2.29 per bushel. What would be your profit (loss) at maturity if the corn spot price at that time were $2.10 per bushel? Assume the contract size is 5,000 b...
A.
$950 profit
B.
$95 profit
C.
$950 loss
D.
$95 loss
E.
None of the options are correct.
【单选题】If you determine that the S&P 500 Index futures is overpriced relative to the spot S&P 500 Index, you could make an arbitrage profit by ________
A.
buying all the stocks in the S&P 500 and selling put options on the S&P 500 Index.
B.
selling short all the stocks in the S&P 500 and buying S&P Index futures.
C.
selling all the stocks in the S&P 500 and buying call options on the S&P 500 Index.
D.
selling S&P 500 Index futures and buying all the stocks in the S&P 500.
E.
None of the options are correct.
【单选题】Delivery of stock index futures ________
A.
is never made.
B.
is made by a cash settlement based on the index value.
C.
requires delivery of 1 share of each stock in the index.
D.
is made by delivering 100 shares of each stock in the index.
E.
is made by delivering a value-weighted basket of stocks.
【单选题】The duration of a bond is a function of the bond's ________
A.
coupon rate.
B.
yield to maturity.
C.
time to maturity.
D.
All of the options are correct.
E.
None of the options are correct.
【单选题】Which of the following items is not specified in a futures contract?I) The contract sizeII) The maximum acceptable price range during the life of the contractIII) The acceptable grade of the commodity...
A.
II and IV
B.
I, III, and V
C.
I and V
D.
I, IV, and V
E.
I, II, III, IV, and V
【单选题】You purchased one silver future contract at \$3 per ounce. What would be your profit (loss) at maturity if the silver spot price at that time is $4.10 per ounce? Assume the contract size is 5,000 ounc...
A.
$5.50 profit
B.
$5,500 profit
C.
$5.50 loss
D.
$5,500 loss
【单选题】If you purchased one S&P 500 Index futures contract at a price of 1,550 and closed your position when the index futures was 1,547, you incurred________
A.
a loss of $1,500.
B.
a gain of $1,500.
C.
a loss of $750.
D.
a gain of $750.
E.
None of the options are correct.
【单选题】Suppose that the risk-free rates in the United States and in the United Kingdom are 5% and 4%, respectively. The spot exchange rate between the dollar and the pound is $1.80/BP. What should the future...
A.
$1.62/BP
B.
$1.72/BP
C.
$1.82/BP
D.
$1.92/BP
【单选题】If a stock index futures contract is overpriced, you would exploit this situation by________
A.
selling both the stock index futures and the stocks in the index.
B.
selling the stock index futures and simultaneously buying the stocks in the index.
C.
buying both the stock index futures and the stocks in the index.
D.
buying the stock index futures and selling the stocks in the index.
E.
None of the options are correct.
参考解析：
AI解析
重新生成
题目纠错 0
发布
