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Basis risk Dec 16 q2

Forums › Ask ACCA Tutor Forums › Ask the Tutor ACCA AFM Exams › Basis risk Dec 16 q2

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  • December 3, 2016 at 7:02 am #353304
    kash
    Member
    • Topics: 27
    • Replies: 7
    • ☆

    How do we calculate the basis risk of 0.22 for question Dec 2014 Q2

    Thanks

    December 3, 2016 at 9:20 am #353361
    John Moffat
    Keymaster
    • Topics: 57
    • Replies: 54795
    • ☆☆☆☆☆

    The question actually says that the basis is expected to be 22 points on 1 February 2015 !!!!!!

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