Q4 提到的cross hedge中的correlation,是不是也可以理解為是一種basis risk?詳見沖刺筆記P237
Q1,為什么不是問的futures和forward之間哪個成本低?哪里可以看出是比較futures和現(xiàn)貨之間的成本?
第三題B也是平底,就是因為有cash所以才沒限制向上潛力?
第三問考的是哪個考點
違反額外報酬的前提也要有業(yè)務有沖突是嗎
Monroe is retired and has $4.2 million of financial assets. One of Monroe's goals is to fund expected nominal expenditures of $120,000 in each of the next three years at a 95% required probability of success. Thompson suggests using a goals-based approach to construct a portfolio that meets this goal. She identifies a set of three available optimized sub-portfolio modules, as shown in Exhibit 1. She assumes that each year's expenditures will be a single year-end cash outflow.老師,為什么這題只需要考慮95%的收益,不需要考慮期望收益和波動率?這個是考哪個知識點呢?
老師,這個excess return to mctr不是應該是除以mctr嗎?為什么是除以21.63?
這里的9.06要怎么算到7.83?
疑問在答案,我看有的老師回復“保底是核心特征,封頂算完善補充”,那答案寫為“Carpenter management has a bonus-style fee with minimum and maximum fee feature that are close equivalent of a manager's call option on a share of active return”,這樣是不是更準確?
請問為什么10年期國債和隔夜利率spread越大,預示經(jīng)濟upswing?我理解說明未來短期利率上升,但是利率上升不是緊縮政策嗎,不是經(jīng)濟不好嗎
持有跌的,賣出賺的一般屬于什么偏差
A選項后半句對應哪個階段
老師,這個沒見過知識點呢?是在哪里出現(xiàn)了,需要掌握嗎
這里的the MRR is reset semiannually 是什么意思,為何有了這句話我在題目計算時還需要扣掉MRR 的50BPS
視頻里面的V1的數(shù)值是多少,沒有講哦。
程寶問答