For assets that are strongly positively correlated with interest rates, which
　　one of the following is TRUE?
　　a)  Long-dated forward contracts will have higher prices than long-dated
　　futures contracts.
　　b)  Long-dated futures contracts will have higher prices than long-dated
　　forward contracts.
　　c)  Long-dated forward and long-dated futures prices are always the same.
　　d)  The “convexity effect” can be ignored for long-dated futures contracts
　　on that asset.
　　答案：选B
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