请问STAT功能里这两个分别表示什么，后者是标准差

MAD公式是否在計算sample時也是除以n ，而不會除以（n-1)?

老师这题的B选项哪里可以体现出是股东的出资？不是就写了enhancement of assets嘛

https://www.gfedu.cn/squareques/id_910288.html 这题，Derivatives-Module 8-Question 1-这题是否有视频讲解课程？请提供链接

问下,所谓看跌期权是什么赚钱的呢的? 就算是 t 时间点,价格下跌,它还是可以以 X 卖出,但是这个最多是资产没有贬值,但是好像无法赚钱吧?

-1.934%和1.671%是怎么计算得出的？

Derivatives-L1V5-Module 5-Question 4-C选项所说的，first substitute the one-year rate (r1) into the two-year bond price equation to solve for the two-year spot or zero rate (z2), then set (1 + r1) × (1 + breakeven reinvestment rate) = (1 + z2)2 and solve for the breakeven reinvestment rate. 但是根据2023年版书P265-Example 7-已知条件第2点，z2是已知的，不用将“一年期利率(r1)代入两年期债券价格方程求解两年期现货利率或零利率(z2)”，书上这道例题和这道题Question 4的C选项所陈述的不一致？如果，根据Question C选项所说的来算书上这道Example 7, 100*(1+z1)^2=100*(1+2.396%)^2=104.8494082，那么z2=4.849%, 而不是书上已知条件所说的two-year zero rate (z2)=3.4197%

这部分 dethholder 为什么是 long bond 和 short put?怎么理解?

Derivatives-L1V5-Module 4-Question 1-这个链接: https://www.gfedu.cn/home/questiondetail.html?ifTask=1&QuesId=603549&from=1 -原版书中derivative的这句话(Derivatives usually take their values from the underlying by constructing a hypothetical combination of the derivatives and the underlyings that eliminates risk. This combination is typically called a hedge portfolio.A derivative’s value is the price of the derivative that forces the hedge portfolio to earn the risk-free rate.)在书上第几页？请截图

这里put 为什么是做空股票去买债券,这个是怎么推导出的?另外,这边说到 call 和 put 时,和买卖权定价公式什么关系?