鄒同學(xué)
2023-02-19 20:21請(qǐng)問(wèn)老師這個(gè)題,如果在扣除Management fee后,AUM是370,超過(guò)了high water mark,請(qǐng)問(wèn)在hard hurdle rate和soft hurdle rate下,Incentivefee分別是多少呢?
所屬:CFA Level I > Alternative Investments 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
Jeff助教
2023-02-20 13:13
該回答已被題主采納
同學(xué)你好,這里答案是有問(wèn)題的
如果同時(shí)有hurdle rate和high water mark,比較的值是【high water mark * (1+hurdle rate)】和期末的AUM
357*(1+5%)=375,如果扣除MF后是370,也是不需要給激勵(lì)費(fèi)用
如果扣除MF后是380
soft hurdle: incentive fee= (380-357) *20%
hard hurdle: incentive fee=(380-375)*20%
謝謝
