Derv Q-Bank

I’m out soon too. Thanks for hanging in there guys. Good motivation.

d for number 5

  1. d

Dwight, your quote from Schweser talks about the differences between the no-arb prices of futures vs. forwards. The question asks about the the difference between future prices and their spot equivalent. So, I think the answer would be A

Thanks rekooh, it was late and the derivatives were flying :wink: Sorry for the confusion. I tried to delete my post but it won’t let me. rekooh Wrote: ------------------------------------------------------- > Dwight, > > your quote from Schweser talks about the > differences between the no-arb prices of futures > vs. forwards. The question asks about the the > difference between future prices and their spot > equivalent. So, I think the answer would be A