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【FRM每日一题】一级:金融市场与产品

【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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