Skip to content

Ask the Tutor ACCA AFM

Basis risk Dec 16 q2

Kkash9y ago
How do we calculate the basis risk of 0.22 for question Dec 2014 Q2 Thanks
John MoffatJohn MoffatTutor9y ago#1
The question actually says that the basis is expected to be 22 points on 1 February 2015 !!!!!!
Sign into reply to this topic.