怎么算future 的beta - Quant版 - 未名存档

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Quant版 - 怎么算future 的beta

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话题: beta话题: future话题: spx

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G*****o 发帖数: 1341	1 如果，rfr=5% suppose spx 本身beta =1. spx one year future, beta=1 or beta =1/(1.05).
f***3 发帖数: 92	2 shouldn't it be 1.05

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