来自：FRM > 一级 > Financial Markets and Products 2020-08-15 22:29
求的值不对。求不出来。
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178****6119
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1705天前
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178****6119
提问
148
上次登录
1705天前
jason 2020-08-18 09:48
致精进的你:
题干中The contract calls for the delivery of 100 tons of wheat in five months at a price of $105 per ton，将价格用无风险收益率折现到现在为105*e^（-4%*5/12）=103.2645，the fair value for the contract=100*（110-103.2645）=673.55。
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