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2023-05-10 16:36問題在圖片里
所屬:FRM Part I > Financial Markets and Products 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Adam助教
2023-05-10 17:30
該回答已被題主采納
同學(xué)你好,
資產(chǎn)價值60m,he would rather hedge two-thirds of his market exposure,想要對沖2/3的敞口,所以是:60m*(2/3)=40m。即VS=40million
