【FRM每日一题】一级:金融市场与产品
备考FRM一级 | 2015-09-01
What is the associated contract price while the current quoted price of a September 2014 Eurodollar futures contract is 95.960?
A.939,600
B.989,900
C.966,550
D.999,880
Answer: B
1,000,000×[1 - 0.25×(1 -95.96% )] = 989,900
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