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CFA一级
包含CFA一级传统在线课程、通关课程及试题相关提问答疑;
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The party making the fixed-rate payment under a swap contract may also have to make the variable payment on that contract if the swap is belonged to: A currency swap. B interest rate swap. C equity swap. 答案说选c,有点不可思议
查看试题 已解决Hellen owns 100 shares of Baker stock, which is trading at $87 per share, and Bob is short 200 shares of Baker. Hellen wants to buy 100 more shares if the price rises to $95, and Brown wants to cover his short position and take profits if it falls to $76. The orders Hellen and Bob should enter to accomplish their stated objectives are: A Limit buy @ 95 for Hellen; Limit buy @ 76 for Bob B Limit buy @ 95 for Hellen; Stop buy @76 for Bob C Stop buy @95 for Hellen; Limit buy @ 76 for Bob 这题答案是不是有问题,答案说选c,
查看试题 已回答精品问答
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- 为什么半年付息 算ytm是乘以2 而年化的麦考利久期是除以2
- 为什么长期垄断竞争中 D和ATC相切
- m上升 EAR为什么上升 以及为什么又不变
- 为什么TC 的切点对应是AVC的最低点?
- 前面在讲Aggregate demand curve的时候说,价格上涨使消费下降,而这里又说价格下降消费变少,为什么存在矛盾?
- 为什么可以把TR TC同时体现在纵轴?
- 对于老师讲的这部分,1. 我理解FRA的Payoff始终等于利率期货的Payoff部分进行折现(除以1个大于1的数),也就是说,FRA的Payoff的变动幅度 应该 始终小于利率期货的变动幅度。2. 至于是涨多跌少,还是涨少跌多,其实MRR在分母上,可以根据1/x的曲线特点来理解,无非就是MRR上升时1/(1+MRR)的变动幅度 小于 MRR下降时1/(1+MRR)的变动幅度,所以如果MRR上升时,Payoff是上升的,那么就是涨少跌多,如果MRR上升时,Payoff是下降的,那就是涨多跌少。以上2点,我理解的对吗?










