The greatest risk in energy derivatives trading comes from:
Answer : D
Which of the following is NOT a historical event which serves as an example of a short squeeze that happened in the markets?
Answer : B
The two components of risk in a commodities futures portfolio are:
Answer : B
The volatility of commodity futures prices is affected by
Answer : D
Backwardation can happen in markets where
Answer : B
Using covered interest parity, calculate the 3 month CAD/USD forward rate if the spot CAD/USD rate is 1.1239 and the three month interest rates on CAD and USD are 0.75% and 0.4% annually respectively.
Answer : A
If the CHF/USD spot and 3 month (91 days) forward rates are 1.1763 and 1.1652, what is the annualized forward premium or discount?
Answer : D
