TF1509合约的市场报价为97.525,对应的最便宜可交割国债价格为99.640,转换因子为1.0167。至TF1509合约交割日,该国债资金占用成本为1.5481,应计利息为1.5085,则TF1509的理论价格为()
A.1/1.0167x(97.525+1.5481)B.1/1.0167x(99.640+1.5481)C.1/1.0167x(99.640+1.5481-1.5085)D.1/1.0167x(97.525+1.5481-1.5085)TF1509合约的市场报价为97.525,对应的最便宜可交割国债价格为99.640,转换因子为1.0167。至TF1509合约交割日,该国债资金占用成本为1.5481,应计利息为1.5085,则TF1509的理论价格为()
A.1/1.0167x(97.525+1.5481)B.1/1.0167x(99.640+1.5481)C.1/1.0167x(99.640+1.5481-1.5085)D.1/1.0167x(97.525+1.5481-1.5085)责编:cjb