GARP Financial Risk and Regulation (FRR) Series 2016-FRR Question # 3 Topic 1 Discussion

GARP Financial Risk and Regulation (FRR) Series 2016-FRR Question # 3 Topic 1 Discussion

2016-FRR Exam Topic 1 Question 3 Discussion:
Question #: 3
Topic #: 1

To estimate the forward price of oil, a commodity trader would most likely use the following pricing relationship:


A.

Oil forward price = Expected future oil price ± Oil market risk premium


B.

Oil forward price = Expected future oil price ± storage cost + Oil market risk premium


C.

Oil forward price = Expected future oil price ± Oil storage cost + (1 + Oil market risk premium)


D.

Oil forward price = Expected future oil price ± Oil storage cost + (1 - Oil market risk premium)


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