5176金融与交易中等数值题short
Implied Repo Rate 1
题目
Spot is 100 and the fair forward/futures price for maturity T=1 is 104 with no income. What annualized implied repo rate does this embed under annual compounding?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案
题目
Spot is 100 and the fair forward/futures price for maturity T=1 is 104 with no income. What annualized implied repo rate does this embed under annual compounding?
解题计时
0:00
提交作答时记录,用于后续平均用时统计。
你的答案