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keshi & co

This topic has 1 reply, 2 voices, and was last updated 6 years ago by John Moffat.

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February 13, 2018 at 9:18 am #436730
shilpamary
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in keshi and co why the basis risk 0.22 deducted from future price .? is it because basis risk for different month has been decreasing and therefore subtracted?
February 13, 2018 at 3:26 pm #436849
John Moffat
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Yes – that is the reason (although it was not really fair of the examiner not to make it more clear).
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