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CFA一级

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;

专场人数:6091提问数量:110084

请问老师,54.62的ask优于54.71,不是应该“make a new market"吗?

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如何算这两个相等

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为啥我求出来的是3.64??????

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这道题correlation等于1和-1,请问什么情况下等于0.6和-0.6呢?

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老师,资产不是资金的存在形式,负债不是资金的来源么?第3题为啥选A呢?

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为什么报价104.75要乘以10变成1047.5?

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为什么讲义和视频的给的结论是不一样的?都是YTM下降,长期。但是一个是小于realized retune一个是大于。是因为例题的关系吗?

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10.单选题 已收藏 标记 纠错 An investor with $5000 to invest believes that the stock price will increase by $10 to $100 in two months. Two-month at-the- money puts on one share of stock are trading at $1.86, while two-month at-the-money calls are trading at $1.66. What should the investor do to profit from his view on this stock? A Sell 100 puts. B Buy 100 shares. C Buy 100 calls. 查看解析 上一题 下一题 正确答案C 您的答案A本题平均正确率:73% Option难度:一般 推荐:      答案解析 Buying a call gives the owner the right to buy the stock at the exercise price. The investor predicts that the stock will increase to $95 at the end of two months. He will be able to exercise the call, buy the stock at $88, and sell it at $95, thereby making a profit. 问:老师这道题 我理解视频讲解里的逻辑没有问题,声明一下我的问题不是题目的立即哈!问题来了,对于B和C,我的想法是 B是买股票赚了 100x$90这么多,C是赚了100x$90-100x期权费,所以直接买股票应该是profit更高,但是能不能实现呢?现在他有5000块,买100股要1000块,所以钱够啊,看涨期权虽然能以小博大,但是这道题基于利润最大化 直接买股票恐怕更好吧?

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13.单选题 收藏 标记 纠错 Pierre-Louis Robert just purchased a call option on shares of the Michelin Group. A few days ago he wrote a put option on Michelin shares with the same strike price, expiration date, and number of shares underlying as the call option. Considering both positions, Robert's exposure to the risk of the stock of the Michelin Group is: A short. B neutral. C long. 查看解析 上一题 提交试卷 正确答案C 您的答案A本题平均正确率:48% Option难度:一般 推荐:      答案解析 Robert's exposure to the risk of the stock of the Michelin Group is long. The exposure as a result of the long call position is long. The exposure as a result of the short put position is also long. Therefore, the combined exposure is long. 问:1.这道题如果翻译,题干说的是一个什么场景?2.什么叫 exposure is long?是说只有long的头寸有风险吗

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请问老师 除了一个个现金流折现外 还有没有更快的方法算DPB?

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