Which of the following trade(s) contain basis risk?
　　I   Long 1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Nov 07 NYMEX WTI Crude Oil contracts
　　II  Long 1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Dec 07 ICE Brent Oil contracts
　　III Long 1,000 lots Nov 07 ICE Brent Oil contracts and long 2,000 lots Nov 07 ICE Brent Oil at-the-money put
　　IV  Long 1,000 lots Nov 07 ICE Brent Oil contracts and short 1,000 lots Dec 07 NYMEX WTI Crude Oil contracts
　　A. II and IV only
　　B. I and III only
　　C. I, II and IV only
　　D. III and IV only
　　高頓網(wǎng)校免費題庫，通過針對性地講解、訓練、答疑、?？?，對學習過程進行全程跟蹤、專家權威解析與指導，幫助考生全面提升備考效果。馬上開始練習>>
        FRM考試在線高清視頻指導