金程問(wèn)答
這道題是什么意思？
Reading 26, example 5 第一題，答案C中，below-benchmark beta的有兩項(xiàng)吧，RMRF和SMB，也不全是contributed negatively to return啊
b和c選項(xiàng)請(qǐng)講一下
還有這道題，視頻里完全就沒(méi)講?。恐皇怯种貜?fù)一遍知識(shí)點(diǎn)。。。麻煩講解下吧
這個(gè)題答案怎么寫(xiě)
老師，能否解釋一下R26 第1題，第2題。關(guān)于業(yè)績(jī)歸因，不是為了對(duì)基金經(jīng)理的分析質(zhì)量評(píng)判嗎？另外，第2題固定收益的業(yè)績(jī)歸因?yàn)樯恫贿xA？謝謝
老師，請(qǐng)問(wèn)Mock2下午33題答案解析這句話是不是寫(xiě)錯(cuò)了：Blue Star Fund participates 90% in the upside market and lags by only 10% in the downside market, creating an opportunity for more upside potential.
CFA 網(wǎng)站上有道題計(jì)算opportunity cost: Morrison has been working on executing a sell order to liquidate shares in Acme Industrials (ACME). The closing price on Tuesday was $79.90. Morrison received the order from Wright before the market open on Wednesday morning to sell 50,000 ACME shares with a day limit of $80.00. No part of the order is filled on Wednesday, and the stock closes the day at $79.60. On Thursday morning, Morrison instructed a new day order to sell the 50,000 shares at $79.50; 30,000 shares were sold at $79.50 per share, with resulting commissions and fees for the trade of $0.02 per share. Shares for ACME closed the day Thursday at a price of $79.40 per share. No further attempts were made to sell the unfilled 20,000 shares, which were canceled. 答案是 Opportunity cost = 50,000 – 30,000 = 20,000 × ($79.90 – $79.50) = $8,000. 我覺(jué)得是錯(cuò)的，應(yīng)該是 (79.9-79.4)*20,000 是 決策價(jià)格和收盤(pán)價(jià)的差價(jià)。
憑感覺(jué) 請(qǐng)?jiān)斀膺@句話 多謝
R27課后題38，麻煩老師再解釋下開(kāi)放式基金和封閉式基金。答案說(shuō)封閉式基金的流動(dòng)性更好？封閉式基金封閉期內(nèi)不是不能交易的么，有點(diǎn)糊涂
這個(gè)題選項(xiàng)沒(méi)有wml 如果有的話 wml是不是比smb對(duì)active return貢獻(xiàn)更小呢？
什么題目情況下是使用bhb模型
老師，你好，原版書(shū)reading 26,example 8中第一小題的B選項(xiàng)，錯(cuò)在哪里？能否解釋下？
老師，你好，原版書(shū)reading 26, example 7,這個(gè)題目能否把解題思路說(shuō)一下，感覺(jué)原版書(shū)的解答說(shuō)的不是很清楚，謝謝。
請(qǐng)問(wèn)涉及均值回歸時(shí)，選擇基金經(jīng)理的兩類錯(cuò)誤是不是原版書(shū)有勘誤？如果是原版書(shū)有誤的話，這道官網(wǎng)題是不是也不能按照?qǐng)D中的答案解答了？
程寶問(wèn)答
