188****4810
2023-02-20 16:44B選項(xiàng)可以再解釋一下嗎?
所屬:FRM Part II > Risk Management and Investment Management 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個(gè)回答
Michael助教
2023-03-21 15:10
該回答已被題主采納
學(xué)員你好。
B選項(xiàng)說的是:Volatility has a negative "price of risk" in aggregate markets including equities, fixed income, currency, and commodity markets
重點(diǎn)在于理解negative price of risk,我換一個(gè)說法就簡單了,波動率與這些金融產(chǎn)品的價(jià)格是負(fù)相關(guān)的。
