单选题

Which of the following statements regarding a commodity index is most accurate?

A、 Commodity index returns differ from the changes in the prices of their underlying commodities.
B、 Commodity indices commonly use an equal weighting method.
C、 Commodity indices in the same markets will share similar risk and return profiles.

【正确答案】 A

【答案解析】

The performance of commodity indices can be different from their underlying commodities because the indices consist of futures contracts on the commodities rather than the actual commodities. Commodity index returns reflect the risk-free interest rate, the changes in future prices, and the roll yield.