王同學(xué)
2018-04-10 16:19產(chǎn)品百題 106. What is the expected fee to a hedge fund if the fund uses a standard 2 and 20 incentive fee structure with an investment that has a 35% probability of making 55% and a 65% probability of losing 45%? A. 5.71% B. 6.12% C. 3.78% D. 5.28% 請(qǐng)問(wèn)這道題為什么不用能先求收益的期望來(lái)做呢?
所屬:FRM Part I 視頻位置 相關(guān)試題
來(lái)源: 視頻位置 相關(guān)試題
1個(gè)回答
Galina助教
2018-04-10 18:05
該回答已被題主采納
因?yàn)閷?duì)沖基金的費(fèi)率就是這樣子規(guī)定的。它不是根據(jù)概率算預(yù)期收益再收費(fèi)的。
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追問(wèn)
明白了,老師辛苦
