珊同學(xué)
2022-05-08 11:25CFA 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. 我覺得是錯的，應(yīng)該是 (79.9-79.4)*20,000 是 決策價格和收盤價的差價。
所屬：CFA Level III > Trading, Performance Evaluation, and Manager Selection 視頻位置 相關(guān)試題
來源： 視頻位置 相關(guān)試題
1個回答
開開助教
2022-05-09 13:30
該回答已被題主采納
同學(xué)你好，這題應(yīng)該是錯的。機(jī)會成本=side *(closing price - decision price) * 未完成交易的股份數(shù)，應(yīng)該是-（79.4-79.9）*20000 = 10000，IS應(yīng)該是12000+10000+600=22600。所以同學(xué)你的答案應(yīng)該是對的。
【點(diǎn)贊】喲~。加油，祝你順利通過考試~
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