- CFA Exams
- CFA Level I Exam
- Topic 7. Derivatives
- Learning Module 53. Pricing and Valuation of Futures Contracts
- Subject 1. Why do Forward and Futures Prices Differ?
CFA Practice Question
The price of a futures contract will equal the price of an otherwise equivalent forward contract if it is one day prior to expiration. What about the contract creation day and the contract expiration day?
Correct Answer: Their prices should equal as well.
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