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假设某公司收到1000万欧元的资金，并将其转为3个月期固定利率的定期存款，由于担心期间市场利率会上升，使定期存款投资收益相对下降，于是利用Euronext．liffe的3个月欧元利率期货合约进行套期保

9 查阅

A、盈利18900

B、亏损18900

C、盈利47250

D、亏损47250

参考答案:

C

该公司期货市场盈利为(94．29-92．40)1002510=47250(欧元)。

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