Joe
2022-05-14 11:39請問Mock2上午題question3,材料中提到的BFC expects that the NASDAQ Index will experience increased volatilityover the next six months于statement1中if volatility remains unchanged over the term structure是否矛盾?
所屬:CFA Level III > Derivatives and Currency Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Chris Lan助教
2022-05-16 13:53
該回答已被題主采納
同學(xué)您好
statement 1說的是if,如果假設(shè)波動不變化。因此這是基于他假設(shè)而說的一句話。
而以下這句話,是他的預(yù)期:
BFC expects that the NASDAQ Index will experience increased volatility over the next six months and is considering a directional bet on the NASDAQ’s volatility index (VIX).
所以并沒有什么矛盾。
