投资者持有面值10亿元的债券TB,利用中金所国债期货TF合约对冲利率风险,TF合约的最便直可交割国债CTD的转换因子为1.0282,债券TB和CTD的相关信息如
A [99.3628÷100x10亿元x5.9358]/[(101.6875x100万元÷100)÷1.0282x5.9964] B
[99.3628÷100x10亿元x5.9358]/[(101.6875x100万元÷100)x1.0282x5.9964] C
[101.1378÷100x10亿元x5.9358]/[(102.1783x100万元÷100)x1.0282x5.9964] D
[101.1378÷100x10亿元x5.9358]/[(102.1783x100万元÷100)÷1.0282x5.9964]