139****6733
2024-06-20 13:56還有老師,這為什么第一題的折現(xiàn)率是3%?為什么不是后面的二叉樹呢?我讀了半天題,沒有讀出題眼是什么,只有請教下老師了
所屬:CFA Level II > Fixed Income 視頻位置 相關(guān)試題
來源: 視頻位置 相關(guān)試題
1個回答
Danyi助教
2024-06-20 15:27
該回答已被題主采納
同學你好,
在case的最后有這么一段話:Answer the first five questions based on the assumptions made by Marten Koning, the junior analyst. Answer the subsequent questions based on the assumptions made by Daniela Ibarra, the senior analyst.
也就是1-5是基于第一個假設(no interest rate volatility and that the government bond yield curve is flat at 3%.)
后面的題目是基于第二個假設(upward-sloping yield curve,volatility of 20%.)
