With respect to the underlying asset, which of the following derivatives provides the

发布时间:2021-04-12 12:45:01

单项选择题:
With respect to the underlying asset, which of the following derivatives provides the lea.st information about price volatility()
A. Call. B. Put. C. FRA.

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答案:B
  解析: 价格波动性会改变看涨期权或看跌期权的价值,所以期权价格可以提供更多关于价格波动性的信息,而不是远期利率协议(forward rate agreement,简称FRA)。
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