- CFA Exams
- CFA Level I Exam
- Study Session 16. Derivatives
- Reading 49. Basics of Derivative Pricing and Valuation
- Subject 5. 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.
User Contributed Comments 0
You need to log in first to add your comment.