某榨油厂计划9月份从美国进口大豆,6月份大豆现货价格为890美分/蒲式耳,当时榨油厂预期三季度大豆价格可能在890美分/蒲式耳价格水平上波动,可能小幅上涨。针对这种情况,油厂决定在芝加哥商品交易所卖出1份大豆看跌期权,执行价格为870美分/蒲式耳,权利金10美分/蒲式耳。
第 34 题 如果7、8月份市场价格比较平稳,在9月初大豆期货价格上涨至895美分/蒲式耳,看跌期权价格跌至3美分/蒲式耳,则该榨油厂通过低价买入看跌期权进行对冲,其损益为()美分/蒲式耳。
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听力原文:W: Bob, can we really afford a holiday?
M: Of course, both of us work so hard that we deserve a holiday.
W: Shall we go to Sweden?
M: Sweden's colder than Sheffield. I'd rather not to go to Sweden.
W: What about Florida? It's warmer than Sheffield.
M: Yes, but it's a long way.
W: Then let's go to Hawaii.
M: You must be joking. How much would it cost for the two of us?
W: Well, where do you really want to go?
M: Why can't we reach a conclusion?
(13)
A. Going to Sweden.
B. How to work hard.
C. Spend a holiday in Florida..
D. Where to spend the holiday.
【B4】
A. in
B. among
C. out of
D. with