問題詳情
1. 某債券期貨契約報價為 116.50，請問下列四種債券何者為最便宜可交割債券(Cheapest-to-Deliver Bond)？
(A)Quoted price = 101.50；conversion factor = 0.8510
(B)Quoted price = 114.53；conversion factor = 0.9550
(C)Quoted price = 98.62；conversion factor = 0.8250
(D)Quoted price = 96.11；conversion factor = 0.8110
參考答案
答案：D
難度：困難0.25
統計：A(2),B(1),C(0),D(1),E(0)