carry trade 按照借低投高的話 188頁上面應該short aud啊，aud的利率低，為什么是short brl 187頁就借jpy，jpy的利率低。
請分別講下觀點123
請講下本題為什么是收美元
讓推薦策略，就只回答一句話是currency overlay ，可以嗎？后面一大段because可以不寫嗎
carry trade，短期來講可以通過利率不同來套利，長期為什么不能？這里沒有太聽明白。
官網(wǎng)題federal funds rate
請講下本題，沒看懂答案
請講下本題technical skills
請講下本題，volatility based strategy
區(qū)分discretionary 和active的偏離程度分別應該是多少
老師這里是不是講錯了，ZAR是base currency，由0.9510降低為0.9275，應該是forward premium
為什么只收美元呢
老師這兩題沒理解在問什么考什么能否做一個解答，謝謝
Q. The CIO of a Canadian private equity company wants to lock in the interest on a three-month “bridge” loan his firm will take out in six months to complete an LBO deal. He sells the relevant interest rate futures contracts at 98.05. In six-months’ time, he initiates the loan at 2.70% and unwinds the hedge at 97.30. The effective interest rate on the loan is: A0.75%. B1.95%. C2.70%. 這題什么意思呀
R10example8第二題C選項中NZD升值，用put spread，應該是long10-delta short 25-delta的吧？賺取比較高的期權費，不應該是short 更加ATM的put？
程寶問答
金程問答
