【金融市場&估值與風險建模】FRM每日真題
1. A company entered in a one-year forward contract that buying 100 ounces of gold three months ago. When the price was USD 1,000 per ounce. The nine-month forward price of gold is now USD 1,050 per ounce. The continuously-compounded risk-free rate is 4% per year for all maturities and there are no storage costs. The value of the contract is closet to：
- USD 5,000
- USD 4,852
- USD 6,864
- USD 2,826
Answer: B
金程教育溫馨提醒：2015年5月FRM考試時間為5月16日，距離考試已不足一個月時間，金程教育集結(jié)十余名FRM師資，凝結(jié)200個必考點，數(shù)百道真題講解，80%以上命中率
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