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(yīng)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(yīng)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(xiàng)中NZD升值，用put spread，應(yīng)該是long10-delta short 25-delta的吧？賺取比較高的期權(quán)費(fèi)，不應(yīng)該是short 更加ATM的put？
老師R11example3第三問，短期看capital flow這里不太明白，為什么緊縮政策，INR會升值？
老師，R9第5題，cross-currency basis swap中basis是加在非美元端，此題說美元需求大，positive basis是指美元端，所以加在非美元端的basis是負(fù)的？
Forward premium定義
這里沒有R（DC）的標(biāo)準(zhǔn)差，題目中是怎么求的，第一個2.7%是什么意思？
程寶問答
金程問答